Kelly Capital Growth Investment Criterion, The: Theory And Practice

Kelly Capital Growth Investment Criterion, The: Theory And Practice - World Scientific Handbook In Financial Economics Series

Paperback (11 Feb 2011)

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Publisher's Synopsis

Provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. This volume covers various aspects of the theory and practice of dynamic investing. It discusses good and bad properties, as are fixed-mix and volatility induced growth strategies.

Book information

ISBN: 9789814383134
Publisher: World Scientific
Imprint: World Scientific Publishing
Pub date:
Language: English
Number of pages: 884
Weight: 1514g
Height: 232mm
Width: 303mm
Spine width: 46mm