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Well, OK you have a point--maybe it is more precise to say
the rate of growth of the expected bankroll is zero at twice Kelly
where the bankroll B(t) is geometric Brownian motion, which is at the foundation of Kelly betting theory, and is a standard topic in graduate courses in stochastic processes. See our paper cited in my July magazine article.
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Ok Bill. After looking at your article
Risk Formulas I'll settle for the term "
Expected Growth Rate" as in the Expected Growth Rate for the Bankroll. However, I don't see what the "Expected" can refer to except the Expected Value of a specially defined "Growth Rate" random variable.
PairTheBoard