The Kelly capital growth investment criterion : theory and practice
by
 
MacLean, L. C. (Leonard C.)

Title
: 
The Kelly capital growth investment criterion : theory and practice

Author
: 
MacLean, L. C. (Leonard C.)

ISBN
: 
9789814293495
 
9789814293501

Publication Information
: 
Singapore ; Hackensack, NJ : World Scientific, c2011.

Physical Description
: 
xxvi, 853 p. : ill. ; 26 cm.

Series
: 
World Scientific handbook in financial economic series ; v. 3
 
World Scientific handbook in financial economic series ; v. 3.

Subject Term
: 
Investments -- Mathematical models.
 
Portfolio management -- Mathematical models.

Added Author
: 
MacLean, L. C. (Leonard C.)
 
Thorp, Edward O.
 
Ziemba, W. T.


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168025534211332.632042 M163K 20111