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  • The Kelly Criterionandthe Stock Market

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    The document summarizes a 1992 article in The American Mathematical Monthly about the Kelly Criterion and how it can be applied to stock market investing. The article was written by Edward O. Thorp, a mathematician and pioneer in the development of quantitative investment strategies. It received 40 citations and has been read over 2,700 times since its publication.

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    The document summarizes a 1992 article in The American Mathematical Monthly about the Kelly Criterion and how it can be applied to stock market investing. The article was written by Edward O. Thorp, a mathematician and pioneer in the development of quantitative investment strategies. It received 40 citations and has been read over 2,700 times since its publication.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    11 views12 pages

    The Kelly Criterionandthe Stock Market

    Uploaded by

    Sino
    The document summarizes a 1992 article in The American Mathematical Monthly about the Kelly Criterion and how it can be applied to stock market investing. The article was written by Edward O. Thorp, a mathematician and pioneer in the development of quantitative investment strategies. It received 40 citations and has been read over 2,700 times since its publication.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    See discussions, stats, and author profiles for this publication at: https://www.researchgate.

    net/publication/262348298

    The Kelly Criterion and the Stock Market

    Article  in  The American Mathematical Monthly · December 1992


    DOI: 10.2307/2324484

    CITATIONS READS
    40 2,749

    2 authors, including:

    Edward O. Thorp

    64 PUBLICATIONS   1,690 CITATIONS   

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