@inbook{1d6786e607b74d7eb234ba3c8ee0ec0c,
title = "Medium term simulations of the full Kelly and fractional Kelly investment strategies",
author = "MacLean, {Leonard C.} and Thorp, {Edward O.} and Yonggan Zhao and Ziemb, {William T.}",
note = "Publisher Copyright: {\textcopyright} 2011 by World Scientific PublisWng Co. Pte. Ltd. All rights reserved.",
year = "2011",
month = feb,
day = "10",
language = "English",
isbn = "9789814293495",
pages = "545--563",
booktitle = "The Kelly Capital Growth Investment Criterion",
publisher = "World Scientific Publishing Co.",
address = "United States",
}