How does the Fortune's formula-kelly capital growth model perform?

Leonard C. MacLean; Edward O. Thorp; Yonggan Zhao; William T. Ziemba

doi:10.1142/9789813144385_0008

How does the Fortune's formula-kelly capital growth model perform?

Leonard C. MacLean, Edward O. Thorp, Yonggan Zhao, William T. Ziemba

Materials Science

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Great Investment Ideas
Publisher	World Scientific Publishing Co. Pte Ltd
Pages	147-173
Number of pages	27
Volume	9
ISBN (Electronic)	9789813144385
ISBN (Print)	9789813144361
DOIs	https://doi.org/10.1142/9789813144385_0008
Publication status	Published - Nov 1 2016

ASJC Scopus Subject Areas

Economics, Econometrics and Finance(all)
General Business,Management and Accounting

Access to Document

10.1142/9789813144385_0008

Cite this

@inbook{f5a598e7467c482f9f7c7f7e09a3bb7e,

title = "How does the Fortune's formula-kelly capital growth model perform?",

author = "MacLean, {Leonard C.} and Thorp, {Edward O.} and Yonggan Zhao and Ziemba, {William T.}",

year = "2016",

month = nov,

day = "1",

doi = "10.1142/9789813144385_0008",

language = "English",

isbn = "9789813144361",

volume = "9",

pages = "147--173",

booktitle = "Great Investment Ideas",