The Kelly capital growth investment criterion theory and practice /

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Ngā taipitopito rārangi puna kōrero
Kaituhi rangatōpū: ebrary, Inc
Ētahi atu kaituhi: MacLean, L. C. (Leonard C.), Thorp, Edward O., Ziemba, W. T.
Hōputu: Tāhiko īPukapuka
Reo:Ingarihi
I whakaputaina: Singapore ; Hackensack, N.J. : World Scientific, c2011.
Rangatū:World Scientific handbook in financial economic series ; v. 3.
Ngā marau:
Urunga tuihono:An electronic book accessible through the World Wide Web; click to view
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Rārangi ihirangi:
  • 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.