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· 2026 · arXiv 2603.26620

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Exact Finite-Horizon Quantile Kelly for Repeated Multi-Outcome Events

math.OC · 2026-04-19 · unverdicted · novelty 6.0

Fixed upper quantiles of terminal wealth for finite-horizon repeated Kelly wagering are positively homogeneous piecewise-monomial functions on the wealth simplex that reduce exactly to shadow-Kelly objectives indexed by multinomial count chambers.

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  • Exact Finite-Horizon Quantile Kelly for Repeated Multi-Outcome Events math.OC · 2026-04-19 · unverdicted · none · ref 8

    Fixed upper quantiles of terminal wealth for finite-horizon repeated Kelly wagering are positively homogeneous piecewise-monomial functions on the wealth simplex that reduce exactly to shadow-Kelly objectives indexed by multinomial count chambers.