Description: Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability) [Paperback] Fernholz, E. Robert Robert Product Overview 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. Read more Details Publisher : Springer; Softcover reprint of the original 1st ed. 2002 edition (December 3, 2010) Language : English Paperback : 192 pages ISBN-10 : 1441929878 ISBN-13 : 77 Item Weight : 10.4 ounces Dimensions : 6.1 x 0.45 x 9.25 inches Best Sellers Rank: #12,452,691 in Books (See Top 100 in Books) #2,438 in Stochastic Modeling #3,193 in Business Investments #6,308 in Business Finance #2,438 in Stochastic Modeling #3,193 in Business Investments We have been selling used books since 2012, and we've learned that the most important thing is doing good business. Honesty is our policy. Free Shipping We ship worldwide. We have multiple warehouses around the world, so please note the extended handling time on certain listings.
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ISBN: 1441929878
ISBN10: 1441929878
ISBN13: 9781441929877
EAN: 9781441929877
MPN: does not apply
Brand: Springer
GTIN: 09781441929877
Number of Pages: Xiv, 178 Pages
Publication Name: Stochastic Portfolio Theory
Language: English
Publisher: Springer New York
Publication Year: 2010
Subject: Probability & Statistics / Stochastic Processes, Investments & Securities / Portfolio Management, Finance / General, Probability & Statistics / General
Type: Textbook
Item Weight: 22.2 Oz
Item Length: 9.3 in
Author: E. Robert Fernholz
Subject Area: Mathematics, Business & Economics
Series: Stochastic Modelling and Applied Probability Ser.
Item Width: 6.1 in
Format: Trade Paperback
