The Kelly capital growth investment criterion theory and practice - MacLean, L. C. (Leonard C.); Thorp, Edward O.; Ziemba, W. T.; ebrary, Inc. (Singapore ; Hackensack, N.J. : World Scientific, 2011)
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.
Includes bibliographical references and indexes.
Electronic reproduction.
Keywords: Investments -- Mathematical models; Portfolio management -- Mathematical models; Electronic books