Kelly capital growth investment criterion, the: theory and practice
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814383134
Date de publication :
11 févr. 2011
Langue :
Anglais
Pays d'origine :
Singapour
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.