一本是Thorp的the mathematics of gambling. 还有一本是 Ralph Vince 的 The Mathematics of Money Management
小弟对 Ralph Vince 和Thorp 的几本书比较感兴趣
Ralph Vince:
Portfolio Management Formulas
The Mathematics of Money Management
The New Money Management 这本长阳已经在策划出版,翻译好了,但还没上市。
The Handbook of Portfolio Mathematics