KELLY CAPITAL GROWTH INVEST CRITER..(V3)

The Early Ideas and Contributions: Introduction to the Early Ideas and Contributions; Exposition of a New Theory on the Measurement of Risk (translated by Louise Sommer) (D Bernoulli); A New Interpretation of Information Rate (J R Kelly, Jr); Criteria for Choice among Risky Ventures (H A Latane); Optimal Gambling Systems for Favorable Games (L Breiman); Optimal Gambling Systems for Favorable Games (E O Thorp); Portfolio Choice and the Kelly Criterion (E O Thorp); Optimal Investment and Consumption Strategies under Risk for a Class of Utility Functions (N H Hakansson); On Optimal Myopic Portfolio Policies, with and without Serial Correlation of Yields (N H Hakansson); Evidence on the "Growth-Optimum-Model" (R Roll); Classic Papers and Theories: Introduction to the Classic Papers and Theories; Competitive Optimality of Logarithmic Investment (R M Bell and T M Cover); A Bound on the Financial Value of Information (A R Barron and T M Cover); Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (P H Algoet and T M Cover); Universal Portfolios (T M Cover); The Cost of Achieving the Best Portfolio in Hindsight (E Ordentlich and T M Cover); Optimal Strategies for Repeated Games (M Finkelstein and R Whitley); The Effect of Errors in Means, Variances and Co-Variances on Optimal Portfolio Choice (V K Chopra and W T Ziemba); Time to Wealth Goals in Capital Accumulation (L C MacLean, W T Ziemba, and Y Li); Survival and Evolutionary Stability of Rule the Kelly (I V Evstigneev, T Hens, and K R Schenk-Hoppe); Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes (Y Lv and B K Meister); The Relationship of Kelly Optimization to Asset Allocation: Introduction to the Relationship of Kelly Optimization to Asset Allocation; Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time (S Browne); Growth versus Security in Dynamic Investment Analysis (L C MacLean, W T Ziemba, and G Blazenko); Capital Growth with Security (L C MacLean, R Sanegre, Y Zhao, and W T Ziemba); Risk-Constrained Dynamic Active Portfolio Management (S Browne); Fractional Kelly Strategies for Benchmark Asset Management (M Davis and S Lleo); A Benchmark Approach to Investing and Pricing (E Platen); Growing Wealth with Fixed-Mix Strategies (M A H Dempster, I V Evstigneev, and K R Schenk-Hoppe); Critics and Assessing the Good and Bad Properties of Kelly: Introduction to the Good and Bad Properties of Kelly; Lifetime Portfolio Selection by Dynamic Stochastic Programming (P A Samuelson); Models of Optimal Capital Accumulation and Portfolio Selection and the Captial Growth Criterion (W T Ziemba and R G Vickson); The "Fallacy" of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling (P A Samuelson); Why We Should Not Make Mean Log of Wealth Big Though Years to Act Are Long (P A Samuelson); Investment for the Long Run: New Evidence for an Old Rule (H M Markowitz); Understanding the Kelly Criterion (E O Thorp); Concave Utilities Are Distinguished by Their Optimal Strategies (E O Thorp and R Whitley); Medium Term Simulations of the Full Kelly and Fractional Kelly Strategies Investment (L C MacLean, E O Thorp, Y Zhao, and W T Ziemba); Good and Bad Kelly Properties of the Kelly Criterion (L C MacLean, E O Thorp, and W T Ziemba); Utility Foundations: Introduction to the Utility Foundations of Kelly; Capital Growth Theory (N H Hakansson and W T Ziemba); A Preference Foundation for Log Mean-Variance Criteria in Portfolio Choice Problems (D G Luenberger); Portfolio Choice with Endogenous Utility: A Large Deviations Approach (M Stutzer); On Growth-Optimality vs. Security against Underperformance (M Stutzer); Evidence of the Use of Kelly Type Strategies by the Great Investors and Others: Introduction to the Evidence of the Use of Kelly Type Strategies by the Great Investors and Others; Efficiency of the Market for Racetrack Betting (D B Hausch, W T Ziemba, and M E Rubinstein); Transactions Costs, Extent of Inefficiencies, Entries and Multiple Wagers in a Racetrack Betting Model (D B Hausch and W T Ziemba); The Dr Z Betting System in England (W T Ziemba and D B Hausch); A Half Century of Returns on Levered and Unlevered Portfolios of Stocks, Bonds and Bills, with and without Small Stocks (R R Grauer and N H Hakansson); A Dynamic Portfolio of Investment Strategies: Applying Capital Growth with Drawdown Penalties (J M Mulvey, M Bilgili, and T M Vural); Intertemporal Surplus Management (M Rudolf and W T Ziemba); The Symmetric Downside-Risk Sharpe Ratio and the Evaluation of Great Investors and Speculators (W T Ziemba); Postscript: The Renaissance Medallion Fund (R E S Ziemba and W T Ziemba); The Kelly Criterion in Blackjack Sports Betting and the Stock Market (E O Thorp).