語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
The Kelly Capital Growth Investment ...
~
MacLean, Leonard C.
FindBook
Google Book
Amazon
博客來
The Kelly Capital Growth Investment Criterion = Theory and Practice.
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
The Kelly Capital Growth Investment Criterion/
其他題名:
Theory and Practice.
作者:
MacLean, Leonard C.
其他作者:
Thorp, Edward O.
出版者:
Singapore :World Scientific, : 2011.,
面頁冊數:
1 online resource (883 p.)
標題:
Investments - Mathematical models. -
電子資源:
http://www.worldscientific.com/worldscibooks/10.1142/7598#t=toc
ISBN:
9789814293501 (electronic bk.)
The Kelly Capital Growth Investment Criterion = Theory and Practice.
MacLean, Leonard C.
The Kelly Capital Growth Investment Criterion
Theory and Practice.[electronic resource] : - Singapore :World Scientific,2011. - 1 online resource (883 p.)
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 function. Mathematical theorems show that only the log utility function maximizes asymptotic long run wealth and minimizes the expected time to arbitrary large goals. In general, the strategy is risky in the short term but as the number of bets increase, the Kelly bettor's wealth tends to be much larger than those with es.
ISBN: 9789814293501 (electronic bk.)Subjects--Topical Terms:
549985
Investments
--Mathematical models.Index Terms--Genre/Form:
542853
Electronic books.
LC Class. No.: HG4515.2 .K45 2011
Dewey Class. No.: 332.63/2042
The Kelly Capital Growth Investment Criterion = Theory and Practice.
LDR
:01343cmm a2200217Mi 4500
001
1901126
006
m o d
007
cr |n|---|||||
008
140122s2011 si o 000 0 eng d
020
$a
9789814293501 (electronic bk.)
020
$a
9814293504
035
$a
ocn742333491
040
$a
EBLCP
$b
eng
$c
EBLCP
$d
OCLCQ
$d
IDEBK
$d
OCLCQ
$d
DEBSZ
049
$a
FISA
050
4
$a
HG4515.2 .K45 2011
082
0 4
$a
332.63/2042
$a
332.63/2042
100
1
$a
MacLean, Leonard C.
$3
2016118
245
1 4
$a
The Kelly Capital Growth Investment Criterion
$h
[electronic resource] :
$b
Theory and Practice.
260
$a
Singapore :
$b
World Scientific,
$c
2011.
300
$a
1 online resource (883 p.)
520
$a
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 function. Mathematical theorems show that only the log utility function maximizes asymptotic long run wealth and minimizes the expected time to arbitrary large goals. In general, the strategy is risky in the short term but as the number of bets increase, the Kelly bettor's wealth tends to be much larger than those with es.
588
$a
Description based on print version record.
650
0
$a
Investments
$x
Mathematical models.
$3
549985
650
0
$a
Portfolio management
$x
Mathematical models.
$3
647826
655
0
$a
Electronic books.
$2
lcsh
$3
542853
700
1
$a
Thorp, Edward O.
$3
983227
700
1
$a
Ziemba, William T.
$3
2016119
856
4 0
$u
http://www.worldscientific.com/worldscibooks/10.1142/7598#t=toc
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9238452
電子資源
11.線上閱覽_V
電子書
EB HG4515.2 .K45 2011
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入