Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance.
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Vendeur : Mercantile Books, Columbus, OH, Etats-Unis
hardcover. Etat : Good. Text unmarked, a few minor stains/smudges. Cover has light wear. Some spotting upper edge of text block. Shipped promptly with tracking. HC4-3. N° de réf. du vendeur 001013
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Vendeur : Buchkanzlei, Bremen, Allemagne
Hardcover. Etat : Gut. 192 pp. Spine sun-bleached. Endpaper with name and stained, otherwise well preserved inside 313 Sprache: Englisch Gewicht in Gramm: 387. N° de réf. du vendeur 39627
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Vendeur : Corner of a Foreign Field, Tokyo, TOKYO, Japon
Hardcover. Etat : Very Good. No Jacket. 1st Edition. 2002.Hardcover.Very good condition.177 pages.Ships from Japan.Usually ships in 1-2 working days. N° de réf. du vendeur 15991
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Vendeur : GoldBooks, Denver, CO, Etats-Unis
Hardcover. Etat : new. New Copy. Customer Service Guaranteed. N° de réf. du vendeur 2E26_67_0387954058
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Vendeur : Saul54, Lynn, MA, Etats-Unis
Hardcover. Etat : New. Springer, 2002. XIV+177 pages. New Hardcover. 9.5"x6.25". be44. N° de réf. du vendeur ABE-1740293309302
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9780387954059_new
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Vendeur : California Books, Miami, FL, Etats-Unis
Etat : New. N° de réf. du vendeur I-9780387954059
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market.Stochastic portfolio theory has both theoretical and practical applications: as a theoretical tool it can be used to construct examples of theoretical portfolios with specified characteristics and to determine the distributional component of portfolio return. On a practical level, stochastic portfolio theory has been the basis for strategies used for over a decade by the institutional equity manager INTECH, where the author has served as chief investment officer. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance. Each chapter includes a number of problems of varying levels of difficulty and a brief summary of the principal results of the chapter, without proofs. 196 pp. Englisch. N° de réf. du vendeur 9780387954059
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Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 196. N° de réf. du vendeur 26318864
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Vendeur : moluna, Greven, Allemagne
Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. - Author has served as chief investment officer for INTECH, where this theory has been the basis for investment strategies for over a decade- Provides an introduction to this innovative theory and its applicationsStochastic portfolio theory is a. N° de réf. du vendeur 5912516
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