Ebook: Stochastic portfolio theory
Author: E. Robert Fernholz.
- Genre: Economy // Mathematical Economics
- Tags: Финансово-экономические дисциплины, Математические методы и моделирование в экономике
- Series: Applications of mathematics 48.
- Year: 2002
- Publisher: Springer
- City: New York
- Language: English
- pdf
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.
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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