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The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.

Contributor(s): Material type: TextTextSeries: World Scientific handbook in financial economic series ; v. 3.Publication details: Singapore ; Hackensack, N.J. : World Scientific, c2011.Description: xxvi, 853 p. : ill., portSubject(s): Genre/Form: DDC classification:
  • 332.63/2042 22
LOC classification:
  • HG4515.2 .K45 2011
Online resources:
Contents:
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.
Holdings
Item type Current library Call number Status Date due Barcode
Ebook TUS: Midlands, Main Library Athlone Online eBook (Browse shelf(Opens below)) Available

Includes bibliographical references and indexes.

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.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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