The Kelly capital growth investment criterion theory and practice /
Gorde:
| Erakunde egilea: | |
|---|---|
| Beste egile batzuk: | , , |
| Formatua: | Baliabide elektronikoa eBook |
| Hizkuntza: | ingelesa |
| Argitaratua: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2011.
|
| Saila: | World Scientific handbook in financial economic series ;
v. 3. |
| Gaiak: | |
| Sarrera elektronikoa: | An electronic book accessible through the World Wide Web; click to view |
| Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|
Aurkibidea:
- 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.