Spar
Stochastic Portfolio Theory
Forfatter:
innbundet, 2002
Engelsk
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. This book provides an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance.
- Forfatter
- E. Robert Fernholz
- Opplag
- 2002 ed.
- ISBN
- 9780387954059
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 12.4.2002
- Antall sider
- 178
