Rongo Univesity Library catalog › Details for: The Kelly capital growth investment criterion

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The Kelly capital growth investment criterion

Additional authors: MacLean, L. C. -- (Leonard C.) | Thorp, Edward O. | Ziemba, W. T. | ebrary, Inc.

Series: World Scientific handbook in financial economic series, 2010-1732 ; . v. 3 Published by : World Scientific, (Singapore ; | Hackensack, N.J. :) Physical details: xxvi, 853 p. : ill., port.

Subject(s): Investments -- Mathematical models. | Portfolio management -- Mathematical models. | Electronic books.

Year: 2011

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10479905
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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. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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