You are here: Stockmarkets - Stochastic Portfolio Theory - 242 book(s)

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

<< Previous page [ 1 2 3 4 5 6 7 8 9 10 11 12 13 ] Next page >>

Page 9 on 13 - 242 result(s)

46(rrp) £43.7 more details Stochastic Processes Lectures Given at Aarhus University save £2.3 ! K. Ito 2004 - Springer Verlag

61.5(rrp) £58.43 more details Stochastic Modeling and Optimization With Applications in Queues, Finance and Supply Chains save £3.07 ! D.D Yao, H. Zhang, X.Y Zhou 2004 - Springer Verlag

33(rrp) £31.35 more details The Role of Financial Markets in the Transistion Process save £1.65 ! 2003 - Springer Verlag

50(rrp) £47.5 more details Asset Prices, Booms and Recessions Financial Market, Economy Activity and the Macroeconomy save £2.5 ! W. Semmler 2003 - Springer Verlag

18.95(rrp) £18 more details The First Crash Lessons from the South Sea Bubble save £0.95 ! Richard Dale 2004 - Princeton University Press

11.99(rrp) £10.19 more details Financial Reckoning Day Surviving the Soft Depression of the 21st Century save £1.8 ! Bill Bonner, Addison Wiggin 2005 - John Wiley & Sons

42.99(rrp) £34.39 more details Investments, 6th Edition save £8.6 ! Zvi Bodie, Alan Marcus, Alex Kane 2004 - McGraw-Hill Higher Ed.

£130 more details International Insider Dealing Mark Stamp 2004 - City & Financial Publishing

14.99(rrp) £10.49 more details The Times: How to Understand the Financial Pages An A-Z Guide to Money and the Jargon save £4.5 ! Alexander Davidson 2005 - Kogan Page

45(rrp) £42.75 more details Volatility Perturbations in Financial Markets CUP Mathematics, Finance and Risk Series save £2.25 ! 2005 - Cambridge University Press

11.95(rrp) £10.16 more details Trade Stocks Online save £1.79 ! Mark L. Larson 2001 - John Wiley & Sons

15.95(rrp) £13.56 more details Charles Schwab How one Company Beat Wall Street and Reinvented the Brokerage Industry save £2.39 ! John Kador 2002 - John Wiley & Sons

£35 more details The London Stock Exchange - A History Ranald Michie 2001 - Oxford University Press

£30 more details Irrational Markets and the Illusion of Prosperity Don DeVitto - Financial World Publishing

50(rrp) £42.5 more details Forecasting Volatility in Financial Markets A Practical Guide save £7.5 ! Ser-Huang Poon 2005 - John Wiley & Sons

£100 more details The London Stock Exchange - A History Ranald Michie 1999 - Oxford University Press

11.99(rrp) £10.19 more details Hot Stock Market Strategies 5 Secret Investment Tools that work in a Bull or Bear Market save £1.8 ! Jake Bernstein 2005 - Entrepreneur Press

15.99(rrp) £10.55 more details Market Masters Wall Street's Top Investment Pros Reveal How to Make Money in Both Bull and Bear Markets save £5.44 ! Kirk Kazanjian 2005 - John Wiley & Sons

36.99(rrp) £31.44 more details Boston Institute of Finance Stockbroker Course: Series 7 and 63 Test Prep + CD save £5.55 ! 2005 - John Wiley & Sons

£325 more details Benner's Prophecies of Future Ups and Downs in Prices… Cincinnati, Robert Clarke & Co.1879 Samuel Benner - Robert Clarke & Co