Kelly Capital Growth Investment Criterion, The: Theory and Practice - World Scientific Handbook in Financial Economics Series - Leonard C Maclean - Books - World Scientific Publishing Co Pte Ltd - 9789814383134 - February 11, 2011
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Kelly Capital Growth Investment Criterion, The: Theory and Practice - World Scientific Handbook in Financial Economics Series

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Provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. This volume covers various aspects of the theory and practice of dynamic investing. It discusses good and bad properties, as are fixed-mix and volatility induced growth strategies.


884 pages, black & white line drawings, black & white tables, figures

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 11, 2011
ISBN13 9789814383134
Publishers World Scientific Publishing Co Pte Ltd
Pages 884
Dimensions 303 × 232 × 46 mm   ·   1.51 kg
Editor MacLean, Leonard C (Dalhousie University, Canada)
Editor Thorp, Edward O (University of California, Irvine, USA)
Editor Ziemba, William T (Oxford University, UK & University of British Columbia, Canada)

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