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Stochastic Portfolio Theory - Stochastic Modelling and Applied Probability E. Robert Fernholz 2002 edition
Stochastic Portfolio Theory - Stochastic Modelling and Applied Probability
E. Robert Fernholz
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.
192 pages, 3 black & white illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 12, 2002 |
| ISBN13 | 9780387954059 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 178 |
| Dimensions | 240 × 164 × 19 mm · 390 g |
| Language | English |