The Investor's Shelf — one person
EO
Edward O. Thorp
Mathematician; founder, Princeton/Newport Partners 1969-1988 and Ridgeline Partners 1994-2002
Turned the Kelly criterion and warrant-pricing math into the first quantitative hedge fund, and his books are primary sources for both card counting and convertible arbitrage.
6 books of their own · 77 articles
Books they wrote 6
Leonard C. MacLean, William T. Ziemba · 2010 · Edited volume of collected papers.
Research papers 1
- Medium Term Simulations of the Full Kelly and Fractional Kelly Investment StrategiesWorking paper (with MacLean, Zhao and Ziemba), 2010
Articles and essays 75
- A Perspective on Quantitative Finance: Models for Beating the MarketQuantitative Finance Review, 2003
- The Kelly Criterion and the Stock MarketAmerican Mathematical Monthly, 1992
- A Public Index for Listed OptionsMathematical finance
- Can Joe Granville Time the Market?Mathematical finance
- Common Stock Volatilities in Option FormulasMathematical finance
- Concave Utilities are Distinguished by their Optimal StrategiesMathematical finance
- Extensions of the Black-Scholes Option ModelMathematical finance
- The Cost of Liquidity Services in Listed Options: A NoteMathematical finance
- Attempt At A Strongest Vector TopologyFunctional analysis
- Finite Dimensional Normed SpacesFunctional analysis
- Internal Points Of Convex SetsFunctional analysis
- Partially Bounded Sets Of Infinite WidthFunctional analysis
- Projections Onto The Subspace Of Compact OperatorsFunctional analysis
- Some Banach Spaces Congruent To Their ConjugatesFunctional analysis
- The Range As Range Space For Compact OperatorsFunctional analysis
- The Range As Range Space For Compact Operators IIFunctional analysis
- The Relation Between A Compact Linear Operator And Its ConjugateFunctional analysis
- The Strong Maximum Modulus TheoremFunctional analysis
- A Computer Assisted Study Of Go On MxN BoardsGame theory
- A Favorable Side Bet In Nevada BaccaratGame theory
- A Favorable Strategy For Twenty-OneGame theory
- A Partial Analysis Of GoGame theory
- BackgammonGame theory
- Blackjack — Beating The Klondike's Free RideGame theory
- Blackjack SystemsGame theory
- Does Basic Strategy Have The Same Expectation For Each RoundGame theory
- End Positions In BackgammonGame theory
- Fundamental Theorem Of Card CountingGame theory
- Nonrandom Shuffling With Applications To The Game Of FaroGame theory
- Optimal Gambling Systems For Favorable GamesGame theory
- Repeated Independent Trials And A Class Of Dice ProblemsGame theory
- Solution Of A Poker VariantGame theory
- Backgammon Tournament Play: Game Theory Solves Expert's PuzzleGambling Times
- Blackjack: Beware The Short ShoeGambling Times
- Blackjack With A Tenless DeckGambling Times
- Cheating At BlackjackGambling Times
- Counting Every Card In The DeckGambling Times
- End Positions In Backgammon IGambling Times
- End Positions In Backgammon IIGambling Times
- End Positions In Backgammon IIIGambling Times
- Getting RichGambling Times
- Granville At UC IGambling Times
- Granville At UC IIGambling Times
- Granville At UC IIIGambling Times
- Granville Shakes The World IGambling Times
- Granville Shakes The World IIGambling Times
- Granville Shakes The World IIIGambling Times
- Horse Racing And LettersGambling Times
- Letters From Readers IGambling Times
- Letters From Readers IIGambling Times
- Letters From Readers IIIGambling Times
- J.E. Granville: Prophet Of Profits, Part 1Gambling Times
- J.E. Granville: Prophet Of Profits, Part 2Gambling Times
- Physical Prediction Of Roulette IGambling Times
- Physical Prediction Of Roulette IIGambling Times
- Physical Prediction Of Roulette IIIGambling Times
- Physical Prediction Of Roulette IVGambling Times
- Roulette — The Dealer's SignatureGambling Times
- Roulette — The Dealer's Signature FallacyGambling Times
- Systems For Roulette IGambling Times
- Systems For Roulette IIGambling Times
- Systems For Roulette IIIGambling Times
- The Black And White Classic Invitational Backgammon TournamentGambling Times
- The Horse Hedge MethodGambling Times
- The House Take In The Options Market: A Proposition Bet With DiceGambling Times
- The Kelly Money Management SystemGambling Times
- The Love Boat IGambling Times
- The Love Boat IIGambling Times
- The World Championship Of BlackjackGambling Times
- Welcome Dr. ThorpGambling Times
- Generalized Topologies for Statistical Metric SpacesProbability and statistics
- Nontransitive Dice With Equal MeansProbability and statistics
- Poincare's Conjecture and the Distribution of Digits in TablesProbability and statistics
- The Metrization of Statistical Metric SpacesProbability and statistics
- The Probability That a Matrix Has a Saddle PointProbability and statistics
Blog posts 1
- Papers archive (complete)edwardothorp.com