Models of Optimal Capital Accumulation and Portfolio Selection and the Capital Growth Criterion

William T. Ziemba and Raymond G. Vickson

Chapter 32 in The Kelly Capital Growth Investment Criterion:Theory and Practice, 2011, pp 473-485 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This edited and updated excerpt from the Ziemba and Vickson (1975, 2006) volume discusses various aspects of the history of optimal capital accumulation and the capital growth criterion, and supplements the introduction to Part IV of this volume.

Keywords: Kelly Criterion; Dynamic Investment Analysis; Capital Growth Theory; Sports Betting; Hedge Fund Strategies; Speculative Investing; Fortune 's Formula (search for similar items in EconPapers)
Date: 2011
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789814293501_0032 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789814293501_0032 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789814293501_0032

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().