The Kelly capital growth investment criterion theory and practice

The Kelly capital growth investment criterion theory and practice

Bibliographic Details
Other Authors: MacLean, L. C. (Leonard C.), Thorp, Edward O., Ziemba, W. T.
Format: Book
Language:English
Published: Singapore, Hackensack, NJ World Scientific c2012.
Series:World Scientific handbook in financial economic series, 2010-1732 3
Subjects:
Investments > Mathematical models.
Portfolio management > Mathematical models.