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Stochastic Portfolio Theory Stochastic Modelling and Applied Probability, Volume 48 By: E.Robert Fernholz Normal price: 40.5 Our price: 38.48 + postage Bargain: save £2.02 ! Product code: 16494 ISBN: 0387954058 190 pages Format: Hb Published by: Springer Verlag, 2002 There are no reviews available for this book

Description of Stochastic Portfolio Theory

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. 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.

Stochastic Portfolio Theory - Chapter headings

Contents: Stochastic Portfolio Theory Stock Market Diversity Portfolio Generating Functions Functions of Ranked Market Weights Stable Model for the Distribution of Capital Behavior of Functionally-Generated Portfolios * Applications of Stochastic Portfolio Theory

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66(rrp) £59.4 more details The Rise and Fall of Europe's New Stock Markets A Volume (10) in the Advances in Financial Economics Series save £6.6 ! G Giudici, P Roosenboom 2004 - Elsevier

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£350 more details Investing for Profit With Torque Analysis of Stock Market Cycles Englewood Cliffs, N.J. 1973 William C Garret 1973 -

£275 more details The Art of Wall Street Investing New York, The Moody Corporation, 1906 John Moody 1906 -

£475 more details Street of Adventure Boston, Stratford Company. 1935 Edward Jerome Dies 1935 -

£675 more details Scientific Investment in Daily Practice 28th Annual Report Investment Registry (appendix 3) Pall Mall, London, 1909. Sir JFL Rolleston 1909 -

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