The Kelly capital growth investment criterion : theory and practice /

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
:
ProQuest (Firm)
TeilnehmendeR:
MacLean, L. C.
Thorp, Edward O.
Ziemba, W. T.
ProQuest (Firm)
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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record_format marc
spelling The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
Singapore ; Hackensack, N.J. : World Scientific, c2011.
xxvi, 853 p. : ill., port.
World Scientific handbook in financial economic series, 2010-1732 ; v. 3
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. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Investments Mathematical models.
Portfolio management Mathematical models.
Electronic books.
MacLean, L. C. (Leonard C.)
Thorp, Edward O.
Ziemba, W. T.
ProQuest (Firm)
World Scientific handbook in financial economic series ; v. 3.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=737602 Click to View
language English
format Electronic
eBook
author2 MacLean, L. C.
Thorp, Edward O.
Ziemba, W. T.
ProQuest (Firm)
author_facet MacLean, L. C.
Thorp, Edward O.
Ziemba, W. T.
ProQuest (Firm)
ProQuest (Firm)
author2_variant l c m lc lcm
e o t eo eot
w t z wt wtz
author2_fuller (Leonard C.)
author2_role TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
TeilnehmendeR
author_corporate ProQuest (Firm)
author_sort MacLean, L. C.
title The Kelly capital growth investment criterion theory and practice /
spellingShingle The Kelly capital growth investment criterion theory and practice /
World Scientific handbook in financial economic series,
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.
title_sub theory and practice /
title_full The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
title_fullStr The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
title_full_unstemmed The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
title_auth The Kelly capital growth investment criterion theory and practice /
title_new The Kelly capital growth investment criterion
title_sort the kelly capital growth investment criterion theory and practice /
series World Scientific handbook in financial economic series,
series2 World Scientific handbook in financial economic series,
publisher World Scientific,
publishDate 2011
physical xxvi, 853 p. : ill., port.
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.
isbn 9789814293501 (electronic bk.)
issn 2010-1732 ;
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG4515
callnumber-sort HG 44515.2 K45 42011
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=737602
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 332 - Financial economics
dewey-full 332.63/2042
dewey-sort 3332.63 42042
dewey-raw 332.63/2042
dewey-search 332.63/2042
oclc_num 742516224
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hierarchy_parent_title World Scientific handbook in financial economic series, v. 3
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