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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| 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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Table of 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.