Optimal gambling systems for favorable games. Thorp, E. Revue de l'Institut International de Statistique / Review of the International Statistical Insitute, 37(3):273--293, 1969.
bibtex   
@article{Thorp1969,
author = {Thorp, E.O.},
journal = {Revue de l'Institut International de Statistique / Review of the International Statistical Insitute},
keywords = {kelly},
mendeley-tags = {kelly},
number = {3},
pages = {273--293},
title = {{Optimal gambling systems for favorable games}},
volume = {37},
year = {1969}
}
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