01973nam a2200397 a 4500 ebr10479905 CaPaEBR m u cr cn||||||||| 101021s2011 si ac sb 001 0 eng d 2010044902 9814293490 9814293504 9789814293495 9789814293501 (e-book) CaPaEBR CaPaEBR (OCoLC)742516224 HG4515.2 .K45 2011eb 332.63/2042 22 The Kelly capital growth investment criterion [electronic resource] : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba. Singapore ; Hackensack, N.J. : World Scientific, c2011. xxvi, 853 p. : ill., port. World Scientific handbook in financial economic series, 2010-1732 ; v. 3 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. Investments Mathematical models. Portfolio management Mathematical models. Electronic books. local MacLean, L. C. (Leonard C.) Thorp, Edward O. Ziemba, W. T. ebrary, Inc. World Scientific handbook in financial economic series ; v. 3. http://site.ebrary.com/lib/rucke/Doc?id=10479905 An electronic book accessible through the World Wide Web; click to view 117809 117809