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The Kelly capital growth investment criterion : theory and practice / [edited by] Leonard C MacLean, Edward O Thorp, William T Ziemba

This collection examines the Kelly capital growth criterion, a mathematical strategy designed to maximise long-run wealth through logarithmic utility. The volume explores the theory and practice of dynamic investing, addressing risk management and historical applications.

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Accession Number: 12510

Site: Vernon O Content

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Binding Type: Hard Back

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