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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Taschenbuch. 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 9781441929877
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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 4173453
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. 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. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 196 pp. Englisch. N° de réf. du vendeur 9781441929877
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Taschenbuch. Etat : Neu. Stochastic Portfolio Theory | E. Robert Fernholz | Taschenbuch | Stochastic Modelling and Applied Probability | xiv | Englisch | 2010 | Springer | EAN 9781441929877 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 107252959
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