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Kelly Capital Growth Investing

In: Investing in the Modern Age

Author

Listed:
  • Rachel E. S. Ziemba

    (Roubini Global Economics, UK)

  • William T. Ziemba

    (University of British Columbia, Canada)

Abstract

The following sections are included:BlackjackBetting on unpopular lotto numbers using the Kelly criterionGood and bad properties of the Kelly criterionCalculating the optimal Kelly fractionAppendix

Suggested Citation

  • Rachel E. S. Ziemba & William T. Ziemba, 2013. "Kelly Capital Growth Investing," World Scientific Book Chapters, in: Investing in the Modern Age, chapter 13, pages 127-148, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814504751_0013
    as

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    Cited by:

    1. Komlos John, 2016. "Has Creative Destruction become more Destructive?," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 16(4), pages 1-12, October.

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