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

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

科研成果: 图书/报告稿件的类型 › 章节

源语言	英语
主期刊名	Great Investment Ideas
出版商	World Scientific Publishing Co. Pte Ltd
页	147-173
页数	27
卷	9
ISBN（电子版）	9789813144385
ISBN（印刷版）	9789813144361
DOI	https://doi.org/10.1142/9789813144385_0008
出版状态	已出版 - 11月 1 2016

!!!ASJC Scopus Subject Areas

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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",