The Kelly capital growth investment criterion: theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
MacLean, L. C. (Leonard C.); Thorp, Edward O.; Ziemba, W. T.
2011
HG4515.2 .K45 2011
Available Online

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Title The Kelly capital growth investment criterion: theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
ISBN 9814293490
9814293504
9789814293495
9789814293501 (electronic bk.)
Imprint Singapore ; Hackensack, N.J. : World Scientific, c2011.
Language English
Description xxvi, 853 p. : ill., port.
Call Number HG4515.2 .K45 2011
Dewey Decimal Classification 332.63/2042
Bibliography, etc. Note Includes bibliographical references and indexes.
Access Note Access limited to authorized users.
Added Author MacLean, L. C. (Leonard C.)
Thorp, Edward O.
Ziemba, W. T.
Series World Scientific handbook in financial economic series ; v. 3.
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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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