Tutorial on Kelly capital growth investment strategies for long term growth with application to SWFs (Record no. 79554)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02488ngm a2200373 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | HST3517 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkLoHST |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m c |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|cna|||a|||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | vz|czazum |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140116s2014 enk|||||||||||s|||v|eng d |
| 028 50 - PUBLISHER NUMBER | |
| Publisher number | 3517 |
| Source | Henry Stewart Talks |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (UkLoHST)2712 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkLoHST |
| Language of cataloging | eng |
| Transcribing agency | UkLoHST |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Ziemba, W. T. |
| Relator code | spk |
| 245 10 - TITLE STATEMENT | |
| Title | Tutorial on Kelly capital growth investment strategies for long term growth with application to SWFs |
| Medium | [electronic resource] : |
| Remainder of title | Part 1 of 2 / |
| Statement of responsibility, etc. | William T. Ziemba. |
| 246 3# - VARYING FORM OF TITLE | |
| Title proper/short title | Tutorial on Kelly capital growth investment strategies for long term growth with application to sovereign wealth funds, part 1 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | Henry Stewart Talks, |
| Date of publication, distribution, etc. | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (1 streaming video file (85 min.) : |
| Other physical details | color, sound). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Risk management for sovereign institutions : innovations in strategic risk management for volatile times, |
| International Standard Serial Number | 2056-4570 |
| 500 ## - GENERAL NOTE | |
| General note | Animated audio-visual presentation with synchronized narration. |
| 500 ## - GENERAL NOTE | |
| General note | Title from title frames. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: The two trading routes available for cash, equity and equity futures hedge funds -- What you must do to win consistently -- Games: favorable or unfavorable -- The importance of getting the mean right -- Effect of data input errors on portfolio performance -- It's the means that are the most important for investment success -- Asset proportions -- not practical -- Log utility: Bernoulli (1738) -- Maximizing long run growth -- What does the theory tell us about long term hedge fund trading and overbetting? -- Mohnish Pabrai bet issues -- Kelly betting -- Soros and Buffett -- Using the Sharpe ratio -- Kelly and half Kelly medium time simulations -- Final wealth statistics by Kelly fraction: Ziemba-Hausch (1986) model -- Horse racing -- Effect of transactions costs, calculation of optimal place and show Kelly bets -- Expected value approximation equations. |
| 506 ## - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Access restricted to subscribers. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | Mode of access: World Wide Web. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Gambling |
| General subdivision | Economic aspects. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investment analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Investments |
| General subdivision | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Sovereign wealth funds. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Henry Stewart talks. |
| Name of part/section of a work | Business & management collection. |
| -- | Risk management for sovereign institutions. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/2712/">https://hstalks.com/bm/2712/</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/p/670/">https://hstalks.com/bm/p/670/</a> |
| Materials specified | Series |
No items available.