How Does the Fortune’s Formula...

The Journal of Portfolio Management 2011 / 07 Vol. 37; Iss. 4

How Does the Fortune’s Formula Kelly Capital Growth Model Perform?

MacLean, Leonard C, Thorp, Edward O, Zhao, Yonggan, Ziemba, William T
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Volume:
37
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2011.37.4.096
Date:
July, 2011
File:
PDF, 1.93 MB
english, 2011
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