剧情简介：This volume provides the definitive treatment of fortune's formula or the Kelly capital growth criterion as it is often called. The strategy is to maximize long run wealth of the investor by maximizing the period by period expected utility of wealth with a logarithmic utility function. Mathematical theorems show that only the log utility function maximizes asymptotic long run w...(展开全部)
作者：Edward O·Thorp Leonard C·Maclean William T·Ziemba
出版社：World Scientific Publishing Co Pte Ltd
ISBN：9789814293495
