The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.

Contributor(s):

Series: World Scientific handbook in financial economic series ; v. 3.Publication details: Singapore ; Hackensack, N.J. : World Scientific, c2011.Description: xxvi, 853 p. : ill., portISBN:

9814293490
9814293504
9789814293495
9789814293501 (e-book)

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Genre/Form:

Electronic books.

DDC classification:

332.63/2042 22

LOC classification:

HG4515.2 .K45 2011eb

Online resources:

Click here to access online

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.

Item type:

eBooks

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Includes bibliographical references and indexes.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.