books on kelly criterion
Posted: November 16th, 2010, 8:21 pm
by accelas
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.
books on kelly criterion
Posted: November 19th, 2010, 3:47 pm
by Alan
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.
books on kelly criterion
Posted: November 20th, 2010, 1:52 am
by KTE