Survival and evolutionary stability of the Kelly rule

I.V. Evstigneev, T. Hens, K.R. Schenk-Hoppé, L.C. MacLean (Editor), E.O. Thorp (Editor), W.T. Ziemba (Editor)

Research output: Chapter in Book/Conference proceeding › Chapter

Original language	English
Title of host publication	The Kelly Capital Growth Investment Criterion: Theory and Practice
Publisher	World Scientific Publishing Co. Pte. Ltd
Publication status	Published - 2010

Cite this

@inbook{4d35495c34164c109b25cbf88ff76b55,

title = "Survival and evolutionary stability of the Kelly rule",

author = "I.V. Evstigneev and T. Hens and K.R. Schenk-Hopp{\'e} and L.C. MacLean and E.O. Thorp and W.T. Ziemba",

year = "2010",

language = "English",

booktitle = "The Kelly Capital Growth Investment Criterion: Theory and Practice",

publisher = "World Scientific Publishing Co. Pte. Ltd",

address = "Singapore",

}