Stochastic Portfolio Theory
Gebonden Engels 2002 2002e druk 9780387954059Samenvatting
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.
Specificaties
Lezersrecensies
Inhoudsopgave
Anderen die dit kochten, kochten ook
-
Dennis Vink€ 49,95 -
Tom Berkhout€ 97,95
-
Ruud Vergoossen€ 96,94
-
Richard Brealey€ 94,46
-
Corné Kimenai€ 127,00
-
Gerard van Santen€ 150,50
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan