The Kelly capital growth investment criterion theory and practice /

Bibliographic Details
Corporate Author: ProQuest (Firm)
Other Authors: MacLean, L. C., Thorp, Edward O., Ziemba, W. T.
Format: Electronic eBook
Language:English
Published: Singapore ; Hackensack, N.J. : World Scientific, c2011.
Series:World Scientific handbook in financial economic series ; v. 3.
Subjects:
Online Access:Click to View
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245 0 4 |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 |a Singapore ;  |a Hackensack, N.J. :  |b World Scientific,  |c c2011. 
300 |a xxvi, 853 p. :  |b ill., port. 
490 1 |a World Scientific handbook in financial economic series,  |x 2010-1732 ;  |v v. 3 
504 |a Includes bibliographical references and indexes. 
505 0 |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 |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 |a MacLean, L. C.  |q (Leonard C.) 
700 1 |a Thorp, Edward O. 
700 1 |a Ziemba, W. T. 
710 2 |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