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.