The Kelly capital growth investment criterion theory and practice /
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| Ente Autore: | |
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| Altri autori: | , , |
| Natura: | Elettronico eBook |
| Lingua: | inglese |
| Pubblicazione: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2011.
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| Serie: | World Scientific handbook in financial economic series ;
v. 3. |
| Soggetti: | |
| Accesso online: | An electronic book accessible through the World Wide Web; click to view |
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Sommario:
- 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.