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Barbara Kelly
Barbara Kelly and Bernard Braden were two of UK brodacasting's brightest stars from the second world war to the 1970s. This commissioned entry in the Oxford Dictionary of National Biography (OUP) provides the facts of their lives and career
Diversification and limited information in the Kelly game
Financial markets, with their vast range of different investment
opportunities, can be seen as a system of many different simultaneous games
with diverse and often unknown levels of risk and reward. We introduce
generalizations to the classic Kelly investment game [Kelly (1956)] that
incorporates these features, and use them to investigate the influence of
diversification and limited information on Kelly-optimal portfolios. In
particular we present approximate formulas for optimizing diversified
portfolios and exact results for optimal investment in unknown games where the
only available information is past outcomes.Comment: 11 pages, 4 figure
Kelly\u27s Rock Of Gibralter
Kelly, Kentucky! Stop here three minutes. Next stop Hopkinsville. A town like a million others. Hay, feed and grain shed and a dinky little station. A small boy, whose pants were patched with flesh, and a dog mooching on the platform. Everyone on the day coach gives Kelly one look and one sigh and pulls in his neck. Just another three-minute stop
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