[World Scientific Handbook in Financial Economics Series] The Kelly Capital Growth Investment Criterion Volume 3 (Theory and Practice) || The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
MacLean, Leonard C, Thorp, Edward O, Ziemba, William TVolume:
10.1142/75
Year:
2011
Language:
english
DOI:
10.1142/9789814293501_0033
File:
PDF, 159 KB
english, 2011