Hardback (11 Feb 2011)
Includes delivery to the United States
10+ copies available online - Usually dispatched within two working days
This volume provides treatment of fortune's formula or the Kelly capital growth criterion. The strategy is to maximise long run wealth of the investor by maximising the periode by period expected utility of wealth with a logarithmic utility function.
| ISBN: | 9789814293495 |
| Publisher: | World Scientific |
| Imprint: | World Scientific Publishing |
| Pub date: | 11 Feb 2011 |
| DEWEY: | 332.6015118 |
| DEWEY edition: | 22 |
| Language: | English |
| Number of pages: | 900 |
| Weight: | 1674g |
| Height: | 179mm |
| Width: | 250mm |
| Spine width: | 59mm |
