1. Edition - June 2007
83.90 Euro
2007. 448 Pages, Hardcover
- Handbook/Reference Book -
ISBN-10: 0-471-75768-3
ISBN-13: 978-0-471-75768-9 - John Wiley & Sons








Short description
Vince combines his theoretical work with real-world applications to create the definitive guide to Optimal f and portfolio management formulas. Filled with in-depth insights, expert advice, and key money management formulas, this informative volume will help serious traders and money managers maximize gains, reduce risk, identify markets to trade, and allocate funds. The Handbook of Portfolio Mathematics will also allow traders and portfolio managers to augment trading systems by exploiting the rules of probability and principles of modern portfolio management theory.

From the contents
Preface.

Introduction.

PART I. Theory.

Chapter 1. The Random Process and Gambling Theory.

Chapter 2. Probability Distributions.

Chapter 3. Revinvestment of Returns and Geometric Growth Concepts.

Chapter 4. Optimal '.

Chapter 5. Characteristics of Optimal '.

Chapter 6. Laws of Growth, Utility, and Finite Streams.

Chapter 7. Classical Porfolio Construction.

Chapter 8. The Geometry of Mean Variance Portfolios.

Chapter 9. The Leverage Space Model.

Chapter 10. The Geometry of Leverage Space Portfolios.

PART II. PRACTICE.

Chapter 11. What the Professionals Have Done.

Chapter 12. The Leverage Space Portfolio Model in the Real World.

Postscript.

Index.