This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long run wealth of the investor by maximizing the period by period expected utility of wealth with a logarithmic utility fu…
"28" Result
Sort By:
This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long run wealth of the investor by maximizing the period by period expected utility of wealth with a logarithmic utility fu…
This volume provides treatment of fortune's formula or the Kelly capital growth criterion. The strategy is to maximise long run wealth of the investor by maximising the periode by period expected utility of wealth with a logarithmic utility function.
Pt. I. The early ideas and contributions. 1. Introduction to the early ideas and contributions. 2. Exposition of a new theory on the measurement of risk (translated by Louise Sommer) / D. Bernoulli. 3. A new interpretation of information rate / J.R. Kelly, Jr. 4. Criteria for ch…
This volume provides treatment of fortune's formula or the Kelly capital growth criterion. The strategy is to maximise long run wealth of the investor by maximising the periode by period expected utility of wealth with a logarithmic utility function.
This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long run wealth of the investor by maximizing the period by period expected utility of wealth with a logarithmic utility fu…
Traces the author's experiences as a mathematics wizard, author, inventor, hedge-fund manager, and card-counter who revealed casino-beating strategies, invented the first wearable computer, and launched a Wall Street revolution.
Traces the author's experiences as a mathematics wizard, author, inventor, hedge-fund manager, and card-counter who revealed casino-beating strategies, invented the first wearable computer, and launched a Wall Street revolution.