Kelly Capital Growth Investment Criterion, The: Theory And Practice (World Scientific Handbook In Financial Economics Series 3)
by William T Ziemba, Leonard C Maclean, Edward O Thorp
This handbook explores the Kelly capital growth criterion, its theoretical foundations, and practical applications in financial economics and investment strategy.
About This Book
This handbook presents the Kelly capital growth investment criterion and its theoretical foundations.
It examines practical applications in portfolio management and risk assessment.
Contributions from leading experts provide insights into financial decision-making under uncertainty.
The volume covers both mathematical models and real-world investment strategies.
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