How Does the Fortune’s Formula Kelly Capital Growth Model Perform?
- 期刊名称The Journal of Portfolio Management
- 作者MacLean, Leonard C; Thorp, Edward O; Zhao, Yonggan; Ziemba, William T
- 卷第37卷
- 期第4期
- 印刷ISSN0095-4918
- 文件大小1974.56KB
- 发表时间2011-07
- DOI10.3905/jpm.2011.37.4.096
- 页码96-111
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