BOOK · [1865]
The Kelly Capital Growth Investment Criterion
The Kelly Capital Growth Investment Criterion
Investing
Leonard MacLean, Edward Thorp, and William Ziemba's edited volume on the Kelly criterion for sizing bets. Endorsed by Nassim Taleb.
Endorsed By
1 PERSON-
Nassim Taleb
“Buy 2 copies, just in case you lose one. This book has more meat than any other book in decision theory.”