Before revision: In the Kelly game (Kelly,  1956 ), a gambler is allowed to invest a part of the wealth in each turn. With a certain probability this investment is doubled, and otherwise it is lost. Motivated by the complexity of real investments, we propose several modifications of this game  to investigate the influence of diversification and limited information on investment performance.
After revision: In the Kelly game (Kelly, 1956 ) to investigate the influence of diversification and limited information on investment performance.