Kelly Capital Growth Investment Criterion, The: Theory And Practice (World Scientific Handbook in Financial Economics, Band 3)

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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.

Product details

EAN/ISBN:: 9789814383134
Medium:: Paperback
Number of pages:: 884
Publication date:: 2011-02-11
Publisher:: World Scientific Publishing Co Pte Ltd

EAN/ISBN:: 9789814383134
Medium:: Paperback
Number of pages:: 884
Publication date:: 2011-02-11
Publisher:: World Scientific Publishing Co Pte Ltd

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