The Kelly capital growth investment criterion theory and practice /
Sábháilte in:
Údar corparáideach: | |
---|---|
Rannpháirtithe: | , , |
Formáid: | Leictreonach Ríomhleabhar |
Teanga: | Béarla |
Foilsithe / Cruthaithe: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2011.
|
Sraith: | World Scientific handbook in financial economic series ;
v. 3. |
Ábhair: | |
Rochtain ar líne: | An electronic book accessible through the World Wide Web; click to view |
Clibeanna: |
Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
|
Clár na nÁbhar:
- 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.