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|a 332.63/2042
|2 22
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|a The Kelly capital growth investment criterion
|h [electronic resource] :
|b theory and practice /
|c editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba.
|
260 |
|
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|a Singapore ;
|a Hackensack, N.J. :
|b World Scientific,
|c c2011.
|
300 |
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|a xxvi, 853 p. :
|b ill., port.
|
490 |
1 |
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|a World Scientific handbook in financial economic series,
|x 2010-1732 ;
|v v. 3
|
504 |
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|a Includes bibliographical references and indexes.
|
505 |
0 |
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|a 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.
|
533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
650 |
|
0 |
|a Investments
|x Mathematical models.
|
650 |
|
0 |
|a Portfolio management
|x Mathematical models.
|
655 |
|
4 |
|a Electronic books.
|
700 |
1 |
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|a MacLean, L. C.
|q (Leonard C.)
|
700 |
1 |
|
|a Thorp, Edward O.
|
700 |
1 |
|
|a Ziemba, W. T.
|
710 |
2 |
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|a ProQuest (Firm)
|
830 |
|
0 |
|a World Scientific handbook in financial economic series ;
|v v. 3.
|
856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=737602
|z Click to View
|