The Kelly capital growth investment criterion
The Kelly capital growth investment criterion theory and practice / [electronic resource] :
editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
- Singapore ; Hackensack, N.J. : World Scientific, c2011.
- xxvi, 853 p. : ill., port.
- World Scientific handbook in financial economic series, v. 3 2010-1732 ; .
- World Scientific handbook in financial economic series ; v. 3. .
Includes bibliographical references and indexes.
pt. 1. The early ideas and contributions -- pt. 2. Classic papers and theories -- pt. 3. The relationship of Kelly optimization to asset allocation -- pt. 4. Critics and assessing the good and bad properties of Kelly -- pt. 5. Utility foundations -- pt. 6. Evidence of the use of Kelly type strategies by the great investors and others.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Investments--Mathematical models.
Portfolio management--Mathematical models.
Electronic books.
HG4515.2 / .K45 2011eb
332.63/2042
Includes bibliographical references and indexes.
pt. 1. The early ideas and contributions -- pt. 2. Classic papers and theories -- pt. 3. The relationship of Kelly optimization to asset allocation -- pt. 4. Critics and assessing the good and bad properties of Kelly -- pt. 5. Utility foundations -- pt. 6. Evidence of the use of Kelly type strategies by the great investors and others.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Investments--Mathematical models.
Portfolio management--Mathematical models.
Electronic books.
HG4515.2 / .K45 2011eb
332.63/2042