TY  - BOOK
AU  - MacLean,L.C.
AU  - Thorp,Edward O.
AU  - Ziemba,W.T.
ED  - ebrary, Inc.
TI  - The Kelly capital growth investment criterion: theory and practice 
T2  - World Scientific handbook in financial economic series,
AV  - HG4515.2 .K45 2011eb
U1  - 332.63/2042 22
PY  - 2011///
CY  - Singapore, Hackensack, N.J.
PB  - World Scientific
KW  - Investments
KW  - Mathematical models
KW  - Portfolio management
KW  - Electronic books
KW  - local
N1  - 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
UR  - http://site.ebrary.com/lib/daystar/Doc?id=10479905
ER  -