The Kelly capital growth investment criterion : theory and practice / / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
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| Superior document: | World Scientific handbook in financial economic series, v. 3 |
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| TeilnehmendeR: | |
| Year of Publication: | 2011 |
| Language: | English |
| Series: | World Scientific handbook in financial economic series ;
v. 3. |
| Online Access: | |
| Physical Description: | xxvi, 853 p. :; ill., port. |
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| 245 | 0 | 4 | |a The Kelly capital growth investment criterion |h [electronic resource] : |b theory and practice / |c editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba. |
| 260 | |a Singapore ; |a Hackensack, N.J. : |b World Scientific, |c c2011. | ||
| 300 | |a xxvi, 853 p. : |b ill., port. | ||
| 490 | 1 | |a World Scientific handbook in financial economic series, |x 2010-1732 ; |v v. 3 | |
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a 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. | |
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Investments |x Mathematical models. | |
| 650 | 0 | |a Portfolio management |x Mathematical models. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a MacLean, L. C. |q (Leonard C.) | |
| 700 | 1 | |a Thorp, Edward O. | |
| 700 | 1 | |a Ziemba, W. T. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a World Scientific handbook in financial economic series ; |v v. 3. | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=737602 |z Click to View |