寻找彩票中的有利下注,以及为何不应接受它们
历史与综述
2025-07-04 v1 概率论
统计金融
摘要
我们给出了一个准则,在此准则下某些大型彩票中一张彩票的预期收益为正。在此情形下,我们运用基础的投资组合分析表明,最优投资策略应包含对此类彩票极小比例的配置。
引用
@article{arxiv.2507.01993,
title = {Finding good bets in the lottery, and why you shouldn't take them},
author = {Aaron Abrams and Skip Garibaldi},
journal= {arXiv preprint arXiv:2507.01993},
year = {2025}
}
备注
This is the second of eleven old articles being uploaded to arxiv after publication