logo SBA

ETD

Archivio digitale delle tesi discusse presso l’Università di Pisa

Tesi etd-01302017-214806


Tipo di tesi
Tesi di laurea magistrale
Autore
TORRE, SIMONE
URN
etd-01302017-214806
Titolo
Betting according to Bookmakers Forecasts: The case of English Football Leagues.
Dipartimento
ECONOMIA E MANAGEMENT
Corso di studi
ECONOMICS
Relatori
relatore Prof. Bottazzi, Giulio
Parole chiave
  • capital growth theory
  • odds
  • forecasts
  • football betting
  • online portfolio selection
Data inizio appello
20/02/2017
Consultabilità
Completa
Riassunto
Gambling as a research topic has been fascinating the academic world since centuries. Scientists belonging to the the more disparate areas have devoted efforts to describe and structure this social phenomenon.
We provide an overview of different contributions and analyze the case of Football Betting Market.
The goal is to provide a selection method to discriminate between experts, in the effort to form educated predictions of the match outcomes and minimize the regret arising with not following the best predictors.
To this aim we resort to Online Portfolio Selection literature, in the attempt to adapt it to the specific context.
A simple betting strategy is then considered to test the profitability, if any, of a portfolio based on experts' forecasts.
File