ENGLISH

Stochastic portfolio theory

By E. Robert Fernholz.

Book information

Publisher
Springer
Year
2002
ISBN
0387954058, 9780387954059, 1441929878, 9781441929877
Language
english
Format
PDF
Filesize
17 MB (17856436 bytes)
Series
Applications of mathematics, 48.
Pages
xiv, 177 pages : illustrations ; 25 cm.\190
Time added
2015-04-25 18:50:38
Финансово-экономические дисциплины;Математические

Description

1. Stochastic Portfolio Theory --2. Stock Market Behavior and Diversity --3. Functionally Generated Portfolios --4. Portfolios of Stocks Selected by Rank --5. Stable Models for the Distribution of Capital --6. Performance of Functionally Generated Portfolios --7. Applications of Stochastic Portfolio Theory --App. A. Evaluation of Local Times.

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