The Kelly capital growth investment criterion theory and practice /
| Corporate Author: | |
|---|---|
| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, N.J. :
World Scientific,
c2011.
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| Series: | World Scientific handbook in financial economic series ;
v. 3. |
| Subjects: | |
| Online Access: | Click to View |
Table of Contents:
- 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.