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The Kelly capital growth investment criterion : theory and practice /

The Kelly capital growth investment criterion : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba - Singapore : World Scientific, 2011. - xxvi, 853 p. : ill. ; 26 cm. - World Scientific handbook in financial economic series ; 3 .

Includes bibliographical references and index.

ISBN: 9789814293495 (hbk. RM288.61 9814293490 (hbk.) 9789814293501 (pbk.) 9814293504 (pbk.)

Subjects--Topical Terms:
Investments--Mathematical models.
Portfolio management--Mathematical models.

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The Kelly capital growth investment criterion : theory and practice /

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