The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.

Contributor(s): Material type: TextTextSeries: World Scientific handbook in financial economic series ; v. 3.Publication details: Singapore ; Hackensack, N.J. : World Scientific, c2011.Description: xxvi, 853 p. : ill., portSubject(s): Genre/Form: DDC classification:
  • 332.63/2042 22
LOC classification:
  • HG4515.2 .K45 2011eb
Online resources:
Contents:
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.
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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.

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