Description: Stochastic Portfolio Theory by E. Robert Fernholz Estimated delivery 3-12 business days Format Paperback Condition Brand New Description 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. Publisher Description 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. Details ISBN 1441929878 ISBN-13 9781441929877 Title Stochastic Portfolio Theory Author E. Robert Fernholz Format Paperback Year 2010 Pages 178 Publisher Springer-Verlag New York Inc. GE_Item_ID:140562458; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 113.95 USD
Location: Fairfield, Ohio
End Time: 2025-01-22T03:52:14.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
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Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781441929877
Book Title: Stochastic Portfolio Theory
Number of Pages: Xiv, 178 Pages
Language: English
Publication Name: Stochastic Portfolio Theory
Publisher: Springer New York
Subject: Probability & Statistics / Stochastic Processes, Investments & Securities / Portfolio Management, Finance / General, Probability & Statistics / General
Publication Year: 2010
Item Weight: 22.2 Oz
Type: Textbook
Subject Area: Mathematics, Business & Economics
Author: E. Robert Fernholz
Item Length: 9.3 in
Item Width: 6.1 in
Series: Stochastic Modelling and Applied Probability Ser.
Format: Trade Paperback
