The Kelly capital growth investment criterion : theory and practice / editors, Leonard C. MacLean, Edward O. Thorp, William T. Ziemba. - Singapore ; Hackensack, NJ : World Scientific, c2011. - xxvi, 853 p. : ill. ; 26 cm. - World Scientific handbook in financial economic series, 2010-1732 ; 3 . - World Scientific handbook in financial economic series, 2010-1732 ; 3 .

Includes bibliographical references and index

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Investments--Mathematical models.
Portfolio management--Mathematical models.