Kelly Capital Growth Investment Criterion, The: Theory and Practice

by William T. Ziemba, Edward O. Thorp, Leonard C. Maclean

Book Overview

This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long run wealth of the investor by... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 9814383139
• ISBN13: 9789814383134
• Release Date: February 2011
• Publisher: World Scientific Publishing Company
• Length: 884 Pages
• Weight: 3.20 lbs.
• Dimensions: 2.0" x 6.6" x 9.7"