Copied Stochastic Portfolio Theory
Stochastic Portfolio Theory
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.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$79.99 | $79.99 |
|
$79.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
ESD Protection Device and Circuit Design for Advanced CMOS Technologies
$199.99
Ultraschalldiagnostik des Bewegungsapparats
$54.99
Thirty Years of Islamic Banking
$54.99
The Indian Metamorphosis
$54.99
Grundkurs Informatik Das bungsbuch
$37.99
Effective Training of Arthroscopic Skills
$54.99
Handbuch der Spurenanalyse
$79.99
Progress in Surgical Pathology
$39.99
Blue Lily, Lily Blue (Hardcover)
$16.49
Proceedings of the 1st International Conference on Advanced Renewable Energy Systems
$229.00
Absolute Allergy and Immunology Board Review
$159.99
Spy School (Spy School Series #1) by Stuart Gibbs
$8.99
Optimization and Applications
$54.99
Advanced Methods in Material Forming
$169.99
Information Retrieval Technology
$54.99
VHDL and FPLDs in Digital Systems Design, Prototyping and Customization
$84.99
Crystal Growth
$54.99
Illustrated Handbook of Cardiac Surgery
$159.99
Control Systems Synthesis
$39.99
GERT Networks and the Time-Oriented Evaluation of Projects
$54.99
Einfhrung in die Staatslehre
$59.99
Bauwirtschaft
$69.99
rztliche Handlungen bei extrem unreifen Frhgeborenen
$99.99
Finance, Society and Sustainability
$44.99
Intelligent Software Methodologies, Tools and Techniques
$39.99
Third Generation Mobile Telecommunication Systems
$169.99
Waves and Tidal Flat Ecosystems
$39.99
Einflufelder orthogonal anisotroper Platten / Influence surfaces of orthogonal anisotropic plates
$54.99
American National Security and Civil Liberties in an Era of Terrorism
$54.99
Gemeinsamer Unterricht Fortschritt an Humanitt und Demokratie
$59.99
Multilevel Selection
$129.99
Narval: Unicornio del Mar
$4.49
Education in Human Creative Existential Planning
$169.99
Digital Marketing Strategies for Value Co-creation
$119.99
Designing a Game (A True Book: Get Ready to Code)
$5.96
Business-Migration
$49.99
Line Graphs and Line Digraphs
$109.00
Regional Diversity and Local Development in the New Member States
$109.99
Space Security and Legal Aspects of Active Debris Removal
$119.99
Integrated Region-Based Image Retrieval
$84.99
