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Stochastic Portfolio Theory

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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.
Upplaga
2002 ed.
ISBN
9780387954059
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2002-04-12
Sidor
178