wyszukanych pozycji: 11
Kelly Capital Growth Investment Criterion, The: Theory and Practice
ISBN: 9789814293495 / Angielski / Twarda / 2010 / 884 str. Termin realizacji zamówienia: ok. 22 dni roboczych. 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 wealth and minimizes the expected time to arbitrary large goals. In general, the strategy is risky in the short term but as the number of bets increase, the Kelly bettor's wealth tends to be much larger than those with...
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 max...
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cena:
1469,12 zł |
Handbook of the Fundamentals of Financial Decision Making (in 2 Parts)
ISBN: 9789814417341 / Angielski / Open Ebook / 2013 / 940 str. Termin realizacji zamówienia: ok. 22 dni roboczych. Covers key topics of the theory of financial decision making. This book is suitable for PhD and Masters courses both as the main or as a supplementary text in financial decision making and portfolio theory.
Covers key topics of the theory of financial decision making. This book is suitable for PhD and Masters courses both as the main or as a supplementary...
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cena:
944,43 zł |
Kelly Capital Growth Investment Criterion, The: Theory and Practice
ISBN: 9789814383134 / Angielski / Miękka / 2011 / 884 str. Termin realizacji zamówienia: ok. 22 dni roboczych. 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 wealth and minimizes the expected time to arbitrary large goals. In general, the strategy is risky in the short term but as the number of bets increase, the Kelly bettor's wealth tends to be much larger than those with...
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 max...
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cena:
283,33 zł |
Selected Works of William T. Ziemba: A Memorial Volume
ISBN: 9789811285523 / Angielski Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
708,33 zł |
Sports Analytics
ISBN: 9789811247514 / Angielski / Twarda / 2022 / 515 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
419,75 zł |
Sports Analytics
ISBN: 9789811247521 / Angielski / Miękka / 2022 / 515 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
183,65 zł |
Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
ISBN: 9789814749930 / Angielski / Miękka / 2016 / 212 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision...
This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage....
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cena:
167,90 zł |
Problems in Portfolio Theory and the Fundamentals of Financial Decision Making
ISBN: 9789814759144 / Angielski / Twarda / 2016 / 212 str. Termin realizacji zamówienia: ok. 22 dni roboczych. This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage. The problems cover many aspects of static and dynamic portfolio theory as well as other important subjects such as arbitrage and asset pricing, utility theory, stochastic dominance, risk aversion and static portfolio theory, risk measures, dynamic portfolio theory and asset allocation. This material could be used with important books that cover these topics including MacLean-Ziemba's The Handbook of the Fundamentals of Financial Decision...
This book consists of invaluable introductions, tutorials and problems which are helpful for teaching purposes and have a very broad appeal and usage....
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cena:
425,00 zł |
Dr Z's NFL Guidebook
ISBN: 9789813276420 / Angielski / Twarda / 2018 / 368 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
629,62 zł |
Dr Z's NFL Guidebook
ISBN: 9789813276710 / Angielski / Miękka / 2018 / 368 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
157,41 zł |
Handbook of the Fundamentals of Financial Decision Making (in 2 Parts)
ISBN: 9789811203039 / Angielski / Miękka / 2013 / 940 str. Termin realizacji zamówienia: ok. 22 dni roboczych. |
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cena:
367,28 zł |