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books on kelly criterion

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accelas
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books on kelly criterion

November 16th, 2010, 8:21 pm

Can anyone recommend any books on kelly criterion? I was about to buy "The Kelly Capital Growth Investment Criterion", but amazoncancelled my order, saying it's not being published or something.Thanks in advance.
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Alan
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books on kelly criterion

November 19th, 2010, 3:47 pm

keywords 'kelly criterion' at amazon returns 15 results.The only one I have read is E. Thorp's old (1985) paper 'Mathematics of gambling', which I see is reprinted and I highly recommend. Some of the newer titles should also interest you.
Last edited by Alan on November 18th, 2010, 11:00 pm, edited 1 time in total.
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KTE
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books on kelly criterion

November 20th, 2010, 1:52 am

I stumbled upon this using Google. FYI.http://www.bjmath.com/bjmath/thorp/tog.htm
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