Code for Chapter 17 (Investment Lessons from Blackjack and Gambling):
blackjack_winnings_sample_path.m
(generate a sample by betting a fraction of our wealth at each step)
expected_fractional_winnings.m
(sample paths betting large and small fractions of our wealth)
max_expected_return.m
(evaluates the maximum expected return betting criterion)
min_std_dev.m
(evaluates the minimum standard deviation betting criterion)
min_std_dev_fn.m
(auxiliary function for minimization of standard deviation)
max_adj_return.m
(evaluates the maximum risk adjusted return betting criterion)
max_adj_return_fn.m
(auxiliary function for maximum risk adjusted return )
John Weatherwax
Last modified: Sun May 15 03:46:24 EDT 2005