ケリー基準に基づく資本成長と投資:理論と実践
Kelly Capital Growth Investment Criterion, The: Theory And Practice
World Scientific Handbook in Financial Economics Series
Maclean, Leonard C (EDT)
Thorp, Edward O (EDT)
Ziemba, William T (EDT)
- 出版社:World Scientific Publishing Co Pte Ltd
- 出版年月:2011年 02月
- ISBN:9789814293495
- 装丁:HRD
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装丁について
- 言語:ENG
- 巻数・ページ数:884 p.
- DDC分類:332.632042
- 内容紹介:
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This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called.