The Kelly capital growth investment criterion theory and practice

The Kelly capital growth investment criterion theory and practice

Detalles Bibliográficos
Otros Autores: MacLean, L. C. (Leonard C.), Thorp, Edward O., Ziemba, W. T.
Formato: Libro
Lenguaje:English
Publicado: Singapore, Hackensack, NJ World Scientific c2012.
Colección:World Scientific handbook in financial economic series, 2010-1732 3
Materias:
Investments > Mathematical models.
Portfolio management > Mathematical models.