The Kelly capital growth investment criterion: theory and practice
Gespeichert in:
Format: | Elektronisch E-Book |
---|---|
Sprache: | English |
Veröffentlicht: |
Singapore
World Scientific
c2011
|
Schriftenreihe: | World Scientific handbook in financial economic series
v. 3 |
Schlagworte: | |
Beschreibung: | Includes bibliographical references and indexes |
Beschreibung: | xxvi, 853 p. |
ISBN: | 9814293490 9814293504 9789814293495 9789814293501 |
Internformat
MARC
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245 | 1 | 0 | |a The Kelly capital growth investment criterion |b theory and practice |c editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba |
264 | 1 | |a Singapore |b World Scientific |c c2011 | |
300 | |a xxvi, 853 p. | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
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490 | 0 | |a World Scientific handbook in financial economic series |v v. 3 | |
500 | |a Includes bibliographical references and indexes | ||
505 | 0 | |a pt. 1. The early ideas and contributions -- pt. 2. Classic papers and theories -- pt. 3. The relationship of Kelly optimization to asset allocation -- pt. 4. Critics and assessing the good and bad properties of Kelly -- pt. 5. Utility foundations -- pt. 6. Evidence of the use of Kelly type strategies by the great investors and others | |
650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Investments |x Mathematical models | |
650 | 4 | |a Portfolio management |x Mathematical models | |
650 | 0 | 7 | |a Anlagepolitik |0 (DE-588)4206018-7 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Portfolio Selection |0 (DE-588)4046834-3 |2 gnd |9 rswk-swf |
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689 | 0 | 2 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
689 | 0 | |8 1\p |5 DE-604 | |
700 | 1 | |a MacLean, Leonard C. |e Sonstige |0 (DE-588)170801683 |4 oth | |
700 | 1 | |a Thorp, Edward O. |d 1932- |e Sonstige |0 (DE-588)154801674 |4 oth | |
700 | 1 | |a Ziemba, William T. |d 1941- |e Sonstige |0 (DE-588)108488713 |4 oth | |
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Datensatz im Suchindex
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any_adam_object | |
author_GND | (DE-588)170801683 (DE-588)154801674 (DE-588)108488713 |
building | Verbundindex |
bvnumber | BV044156563 |
collection | ZDB-30-PAD ZDB-30-PBE |
contents | pt. 1. The early ideas and contributions -- pt. 2. Classic papers and theories -- pt. 3. The relationship of Kelly optimization to asset allocation -- pt. 4. Critics and assessing the good and bad properties of Kelly -- pt. 5. Utility foundations -- pt. 6. Evidence of the use of Kelly type strategies by the great investors and others |
ctrlnum | (ZDB-30-PAD)EBC737602 (ZDB-89-EBL)EBL737602 (OCoLC)742516224 (DE-599)BVBBV044156563 |
dewey-full | 332.63/2042 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.63/2042 |
dewey-search | 332.63/2042 |
dewey-sort | 3332.63 42042 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-07-10T07:45:19Z |
institution | BVB |
isbn | 9814293490 9814293504 9789814293495 9789814293501 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029563408 |
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physical | xxvi, 853 p. |
psigel | ZDB-30-PAD ZDB-30-PBE |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
publisher | World Scientific |
record_format | marc |
series2 | World Scientific handbook in financial economic series |
spelling | The Kelly capital growth investment criterion theory and practice editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba Singapore World Scientific c2011 xxvi, 853 p. txt rdacontent c rdamedia cr rdacarrier World Scientific handbook in financial economic series v. 3 Includes bibliographical references and indexes pt. 1. The early ideas and contributions -- pt. 2. Classic papers and theories -- pt. 3. The relationship of Kelly optimization to asset allocation -- pt. 4. Critics and assessing the good and bad properties of Kelly -- pt. 5. Utility foundations -- pt. 6. Evidence of the use of Kelly type strategies by the great investors and others Mathematisches Modell Investments Mathematical models Portfolio management Mathematical models Anlagepolitik (DE-588)4206018-7 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Anlagepolitik (DE-588)4206018-7 s Portfolio Selection (DE-588)4046834-3 s Finanzmathematik (DE-588)4017195-4 s 1\p DE-604 MacLean, Leonard C. Sonstige (DE-588)170801683 oth Thorp, Edward O. 1932- Sonstige (DE-588)154801674 oth Ziemba, William T. 1941- Sonstige (DE-588)108488713 oth 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | The Kelly capital growth investment criterion theory and practice pt. 1. The early ideas and contributions -- pt. 2. Classic papers and theories -- pt. 3. The relationship of Kelly optimization to asset allocation -- pt. 4. Critics and assessing the good and bad properties of Kelly -- pt. 5. Utility foundations -- pt. 6. Evidence of the use of Kelly type strategies by the great investors and others Mathematisches Modell Investments Mathematical models Portfolio management Mathematical models Anlagepolitik (DE-588)4206018-7 gnd Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
subject_GND | (DE-588)4206018-7 (DE-588)4046834-3 (DE-588)4017195-4 |
title | The Kelly capital growth investment criterion theory and practice |
title_auth | The Kelly capital growth investment criterion theory and practice |
title_exact_search | The Kelly capital growth investment criterion theory and practice |
title_full | The Kelly capital growth investment criterion theory and practice editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba |
title_fullStr | The Kelly capital growth investment criterion theory and practice editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba |
title_full_unstemmed | The Kelly capital growth investment criterion theory and practice editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba |
title_short | The Kelly capital growth investment criterion |
title_sort | the kelly capital growth investment criterion theory and practice |
title_sub | theory and practice |
topic | Mathematisches Modell Investments Mathematical models Portfolio management Mathematical models Anlagepolitik (DE-588)4206018-7 gnd Portfolio Selection (DE-588)4046834-3 gnd Finanzmathematik (DE-588)4017195-4 gnd |
topic_facet | Mathematisches Modell Investments Mathematical models Portfolio management Mathematical models Anlagepolitik Portfolio Selection Finanzmathematik |
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