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Kelly Capital Growth Investment Criterion, The: Theory and Practice - (World Scientific Handbook in Financial Economics) (Paperback)
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About this item
Highlights
- Author(s): Leonard C MacLean & Edward O Thorp & William T Ziemba
- 884 Pages
- Business + Money Management, Investments & Securities
- Series Name: World Scientific Handbook in Financial Economics
Description
Review Quotes
For 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"
Dimensions (Overall): 9.7 Inches (H) x 6.6 Inches (W) x 2.0 Inches (D)
Weight: 3.25 Pounds
Suggested Age: 22 Years and Up
Number of Pages: 884
Genre: Business + Money Management
Sub-Genre: Investments & Securities
Series Title: World Scientific Handbook in Financial Economics
Publisher: World Scientific Publishing Company
Theme: General
Format: Paperback
Author: Leonard C MacLean & Edward O Thorp & William T Ziemba
Language: English
Street Date: February 11, 2011
TCIN: 1001764104
UPC: 9789814383134
Item Number (DPCI): 247-41-5223
Origin: Made in the USA or Imported
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Shipping details
Estimated ship dimensions: 2 inches length x 6.6 inches width x 9.7 inches height
Estimated ship weight: 3.25 pounds
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