Al Leonard C MacLean Et – författare

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2 produkter

1. 

   KELLY CAPITAL GROWTH INVESTMENT CRITERION, THE: THEORY AND PRACTICE

   Av Al Leonard C MacLean Et, Leonard C MacLean m. fl.

   Häftad, 2011

   921 kr

   Lägg i varukorg

   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 …

2. 

   KELLY CAPITAL GROWTH INVESTMENT CRITERION, THE: THEORY AND PRACTICE

   Av Al Leonard C MacLean Et, Leonard C MacLean m. fl.

   Inbunden, 2011

   3825 kr

   Lägg i varukorg

   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 …