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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
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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.)
Publication Details
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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