Тел.факс: +7(831)437-66-01
Факторинг  Управлению капиталом 

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 [ 42 ]

Raiffa, Howard, and Schlaifer, Robert, Applied Statistical Decision Theory, Boston: Harvard University, 1961.

Samuelson, Paul A., The Fallacy of Maximizing tlie Geometric Mean in Long Sequences of Investing or Gambling,* Proc. Nat. Acad. Sci. USA, Vol. 68, No. 10, October, 1971, pp. 2493-2496.

Shannon, C. E., A Mathematical Theory of Communication,* Bell System Technical Joumal, October, 1948, pp. 379-423, 623- 656.

Tewles, Richard J.; Harlow, Charles V.; and Stone, Herbert L., The Commodity Futures Game, Who Wins? Who Losses? Why?, New York: McGraw-Hill Book Company, 1977.

Thorp, Edward O, Beat the Dealer, New York: Vintage Books, Random House, Inc., 1966.

ТЬоф, Edward O, The Kelly Money Management System, Gambling Times, Dec. 1980, pp. 91-92.

ТЬоф, Edward O, The Mathematics of Gambling,* Gambling Times, Hollywood, California, 1984.

Vince, Ralph, The Mathematics of Money Management, New York: John Wiley & Sons, 1992.

Vince, Ralph, Portfolio Management Formulas, New York: John Wiley & Sons, 1990. von Neumann, John, and Morgenstem, Osker, Theory of Games and Economic Behavior, Princeton: Princeton University Press, 1944.

Wentworth, R. C, A Theory of Risk Management Under Favorable Uncertainty,* unpublished. 8072 Broadway Terrace, Oakland, CA 94611.

Wentworth, R. C, Utility, Survival, and Time: Decision Strategies Under favorable Uncertainty,* unpublished. 8072 Broadway Terrace, Oakland, CA 94611.

Ральф Вине

НОВЫЙ ПОДХОД К УПРАВЛЕНИЮ КАПИТАЛОМ

Структура распределения активов между различными инвестиционными инструментами

Тираж 10ОО экз.



1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 [ 42 ]