ARBITRAGE STRATEGIES FOR CROSS-TRACK BETTING ON MAJOR HORSE RACES

被引:18
作者
HAUSCH, DB [1 ]
ZIEMBA, WT [1 ]
机构
[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA
关键词
D O I
10.1086/296483
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:61 / 78
页数:18
相关论文
共 20 条
[11]   EFFICIENCY OF THE MARKET FOR RACETRACK BETTING [J].
HAUSCH, DB ;
ZIEMBA, WT ;
RUBINSTEIN, M .
MANAGEMENT SCIENCE, 1981, 27 (12) :1435-1452
[12]  
HAUSCH DB, 1990, IN PRESS EFFICIENCY
[13]  
HENERY RJ, 1981, J ROY STAT SOC B MET, V43, P86
[14]   GAMBLING AND RATIONALITY [J].
ROSETT, RN .
JOURNAL OF POLITICAL ECONOMY, 1965, 73 (06) :595-607
[15]   HORSE RACING - TESTING EFFICIENT MARKETS MODEL [J].
SNYDER, WW .
JOURNAL OF FINANCE, 1978, 33 (04) :1109-1118
[16]  
STERN H, 1987, THESIS STANFORD U ST
[17]   ANOMALIES - PARIMUTUEL BETTING MARKETS - RACETRACKS AND LOTTERIES [J].
THALER, RH ;
ZIEMBA, WT .
JOURNAL OF ECONOMIC PERSPECTIVES, 1988, 2 (02) :161-174
[18]  
Ziemba W. T., 1987, DR ZS BEAT RACETRACK
[19]  
Ziemba W. T., 1986, BETTING RACETRACK
[20]  
ZIEMBA WT, 1975, STOCHASTIC OPTIMIZAT