The cover image may be different.

Stochastic Portfolio Theory

Paperback - 03 December 2010
Rp 2,604,000
No Hidden Cost
Or  5208 PEC Points
New Free Shipping.
* Terms and Conditions
Delivered in :

20 - 40 business days (Others)

Other Series

Other items that might interest you

Description

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.

Customer Reviews


There are no reviews for this product.
Share your thoughts with other customers:
Write a Customer Review