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The Kelly Capital Growth Investment Criterion
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Author:
Type: PAPERBACK
ISBN: 9789814383134
Date: 11th February, 2011
Publisher: WORLD SCIENTIFIC PUBLISHING
Categories
- Finance
Description
Provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. This volume covers various aspects of the theory and practice of dynamic investing. It discusses good and bad properties, as are fixed-mix and volatility induced growth strategies.