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Survival and evolutionary stability of the Kelly rule


Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Evstigneev, Igor V (2011). Survival and evolutionary stability of the Kelly rule. In: MacLean, Leonard C; Thorp, Edward O; Ziemba, William T. The Kelly Capital Growth Investment Criterion: Theory and Practice. Singapore: World Scientific Publishing, 273-284.

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Item Type:Book Section, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2011
Deposited On:14 Feb 2012 09:38
Last Modified:05 Apr 2016 15:24
Publisher:World Scientific Publishing
Series Name:World Scientific Handbook in Financial Economic Series
Number:3
ISBN:978-9-8142-9349-5
Related URLs:http://www.worldscibooks.com/economics/7598.html
Other Identification Number:merlin-id:5992

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