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000441917 08204 $$a332.63/2042$$222
000441917 24504 $$aThe Kelly capital growth investment criterion:$$btheory and practice /$$ceditors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
000441917 260__ $$aSingapore ;$$aHackensack, N.J. :$$bWorld Scientific,$$cc2011.
000441917 300__ $$axxvi, 853 p. :$$bill., port.
000441917 336__ $$atext$$2rdacontent
000441917 337__ $$acomputer$$2rdamedia
000441917 338__ $$aonline resource$$2rdacarrier
000441917 4901_ $$aWorld Scientific handbook in financial economic series,$$x2010-1732 ;$$vv. 3
000441917 504__ $$aIncludes bibliographical references and indexes.
000441917 5050_ $$apt. 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.
000441917 506__ $$aAccess limited to authorized users.
000441917 650_0 $$aInvestments$$xMathematical models.
000441917 650_0 $$aPortfolio management$$xMathematical models.
000441917 655_0 $$aElectronic books
000441917 7001_ $$aMacLean, L. C.$$q(Leonard C.)
000441917 7001_ $$aThorp, Edward O.
000441917 7001_ $$aZiemba, W. T.
000441917 830_0 $$aWorld Scientific handbook in financial economic series ;$$vv. 3.
000441917 852__ $$bebk
000441917 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=737602$$zOnline Access
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000441917 980__ $$aBIB
000441917 980__ $$aEBOOK
000441917 982__ $$aEbook
000441917 983__ $$aOnline