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Kelly Capital Growth Investment Criterion : Theory and Practice by Edward O. Thorp (2012, Trade Paperback)
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THE KELLY CAPITAL GROWTH INVESTMENT CRITERION: THEORY AND PRACTICE (WORLD SCIENTIFIC HANDBOOK IN FINANCIAL ECONOMICS) By Leonard C. Maclean & Edward O. Thorp & William T. Ziemba **BRAND NEW**.
- ¡Cómpralo ya!THE KELLY CAPITAL GROWTH INVESTMENT CRITERION: THEORY AND By Leonard C. Maclean
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Product Identifiers
PublisherWorld Industries Scientific Publishing Co Pte LTD
ISBN-109814383139
ISBN-139789814383134
eBay Product ID (ePID)113031323
Product Key Features
Book TitleKelly Capital Growth Investment Criterion : Theory and Practice
Number of Pages855 Pages
LanguageEnglish
TopicGame Theory, Finance / General, Investments & Securities / General
Publication Year2012
IllustratorYes
GenreMathematics, Business & Economics
AuthorEdward O. Thorp
Book SeriesWorld Scientific Handbook in Financial Economic Ser.
FormatTrade Paperback
Dimensions
Item Height2 in
Item Weight0 Oz
Item Length9.7 in
Item Width6.6 in
Additional Product Features
Intended AudienceTrade
ReviewsFor those who have heard of the Kelly mythos and want to explore the science behind it, this book will be an instant classic. The editors have collected all the pivotal original papers, spanning centuries and the rarely bridged gulf between theory and practice. This book is indispensable for anyone interested in Kelly's legacy. -- William Poundstone "Author of "Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street"", The present handbook assembles in an impressive way the classical papers and also provides the link to modern research. It also presents important papers with a critical view towards the Kelly criterion. Among them figures the famous three-page paper of P. Samuelson from 1979 which is written by using exclusively one-syllable words. -- Professor Walter Schachermayer "Faculty of Mathematics, University of Vienna"
TitleLeadingThe
Series Volume NumberVol. 3
Volume NumberVol. 3
