The Kelly capital growth investment criterion theory and practice /
I tiakina i:
Kaituhi rangatōpū: | |
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Ētahi atu kaituhi: | , , |
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 |
Ngā Tūtohu: |
Tāpirihia he Tūtohu
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
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.