How does the fortune’s formula kelly capital growth model perform?
Year of publication: |
2011
|
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Authors: | MacLean, Leonard C. ; Thorp, Edward O. ; Zhao, Yonggan ; Ziemba, William T. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 37.2010/11, 4, p. 96-111
|
Subject: | Portfolio-Management | Portfolio selection | USA | United States | Anlageverhalten | Behavioural finance | Theorie | Theory |
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