The Kelly Capital Growth Investment Criterion: Theory and Practice
by Leonard C. MacLean , Edward O. Thorp & William T. Ziemba
Buy on AmazonIt is almost exhaustive; many great thinkers in Information theory and probability (Ed Thorpe, Leo Breiman, T M Cover, Bill Ziemba) are represented… even the original paper by Bernouilli. Buy 2 copies, just in case you lose one. This book has more meat than any other book in decision theory, economics, finance, etc.
Recommended by
"It is almost exhaustive; many great thinkers in Information theory and probability (Ed Thorpe, Leo Breiman, T M Cover, Bill Ziemba) are represented… even the original paper by Bernouilli. Buy 2 copies, just in case you lose one. This book has more meat than any other book in decision theory, economics, finance, etc."
Favorite books · radicalreads.com