The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage

Description

The Handbook of Portfolio Mathematics"For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage-space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides equations to maximize returns for a chosen level of risk. So if you're serious about making money in today's markets, buy this book. Read it. Profit from it."--Thomas N. Bulkowski, author, Encyclopedia of Chart Patterns"This is an important book. Though traders routinely speak of their 'edge' in the marketpl.;The Handbook of Portfolio Mathematics; Contents; Preface; Introduction; Part I: Theory; Chapter 1: The Random Process and Gambling Theory; Chapter 2: Probability Distributions; Chapter 3: Reinvestment of Returns and Geometric Growth Concepts; Chapter 4: Optimal f; Chapter 5: Characteristics of Optimal f; Chapter 6: Laws of Growth, Utility, and Finite Streams; Chapter 7: Classical Portfolio 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.