The Kelly capital growth investment criterion : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba. - Singapore ; Hackensack, NJ : World Scientific, 2011. - 853 p. : ill. - World Scientific handbook in financial economic series, 2010-1732 ; 3 .

HKBU library

YT2025 M09

9789814293495 9814293490 9789814293501 9814293504


Investments--Mathematical models.
Portfolio management--Mathematical models.

HG4515 / K29 2011