Stochastic Portfolio Theory
- List Price: $115.00
- Binding: Hardcover
- Publisher: Springer Verlag
- Publish date: 05/01/2002
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. 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.
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Product notice
Returnable at the third party seller's discretion and may come without consumable supplements like access codes, CD's, or workbooks.
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