The Kelly capital growth investment criterion (Record no. 117809)

000 -LEADER
fixed length control field 01973nam a2200397 a 4500
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.63/2042
245 04 - TITLE STATEMENT
Title The Kelly capital growth investment criterion
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Singapore ;
-- Hackensack, N.J. :
Name of publisher World Scientific,
Year of publication c2011.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xxvi, 853 p. :
Other physical details ill., port.
490 1# - SERIES STATEMENT
Series statement World Scientific handbook in financial economic series,
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Investments
Topical Term Portfolio management
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name MacLean, L. C.
Personal name Thorp, Edward O.
Personal name Ziemba, W. T.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://site.ebrary.com/lib/rucke/Doc?id=10479905

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