London Jeans

Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability)

Description: Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability) [Paperback] Fernholz, E. Robert Robert Product Overview 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. On a practical level, stochastic portfolio theory has been the basis for strategies used for over a decade by the institutional equity manager INTECH, where the author has served as chief investment officer. 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. Read more Details Publisher ‏ : ‎ Springer; Softcover reprint of the original 1st ed. 2002 edition (December 3, 2010) Language ‏ : ‎ English Paperback ‏ : ‎ 192 pages ISBN-10 ‏ : ‎ 1441929878 ISBN-13 ‏ : ‎ 77 Item Weight ‏ : ‎ 10.4 ounces Dimensions ‏ : ‎ 6.1 x 0.45 x 9.25 inches Best Sellers Rank: #12,452,691 in Books (See Top 100 in Books) #2,438 in Stochastic Modeling #3,193 in Business Investments #6,308 in Business Finance #2,438 in Stochastic Modeling #3,193 in Business Investments We have been selling used books since 2012, and we've learned that the most important thing is doing good business. Honesty is our policy. Free Shipping We ship worldwide. We have multiple warehouses around the world, so please note the extended handling time on certain listings.

Price: 150.73 USD

Location: Williamsburg, Virginia

End Time: 2025-01-09T04:57:35.000Z

Shipping Cost: 0 USD

Product Images

Stochastic Portfolio Theory (Stochastic Modelling and Applied Probability)

Item Specifics

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 30 Days

Refund will be given as: Money Back

Return policy details:

ISBN: 1441929878

ISBN10: 1441929878

ISBN13: 9781441929877

EAN: 9781441929877

MPN: does not apply

Brand: Springer

GTIN: 09781441929877

Number of Pages: Xiv, 178 Pages

Publication Name: Stochastic Portfolio Theory

Language: English

Publisher: Springer New York

Publication Year: 2010

Subject: Probability & Statistics / Stochastic Processes, Investments & Securities / Portfolio Management, Finance / General, Probability & Statistics / General

Type: Textbook

Item Weight: 22.2 Oz

Item Length: 9.3 in

Author: E. Robert Fernholz

Subject Area: Mathematics, Business & Economics

Series: Stochastic Modelling and Applied Probability Ser.

Item Width: 6.1 in

Format: Trade Paperback

Recommended

26” BLACK CRUISER BICYCLE CUSTOM SPRINGER FORK VINTAGE SCHWINN BIKE 1" HEADSET
26” BLACK CRUISER BICYCLE CUSTOM SPRINGER FORK VINTAGE SCHWINN BIKE 1" HEADSET

$59.99

View Details
26" Springer Fork 1" Threaded,Cruiser Chopper Bike Dual Spring Classical Fork
26" Springer Fork 1" Threaded,Cruiser Chopper Bike Dual Spring Classical Fork

$109.66

View Details
Drag Specialties Springer Forks - Black - Extends +6" 0401-0119
Drag Specialties Springer Forks - Black - Extends +6" 0401-0119

$719.95

View Details
Vintage John Harman Girder Springer Harley Chopper Panhead Knucklehead Spirder
Vintage John Harman Girder Springer Harley Chopper Panhead Knucklehead Spirder

$2950.00

View Details
BLACK SPRINGER FRONT END -2" harley sportster big twin dyna chopper bobber dna
BLACK SPRINGER FRONT END -2" harley sportster big twin dyna chopper bobber dna

$499.95

View Details
Vintage Porcelain Springer Spaniel Dogs Miniature Figurines Japan
Vintage Porcelain Springer Spaniel Dogs Miniature Figurines Japan

$3.75

View Details
26" - 29'' Dual 28.6mm Threadless Springer Triple Tree Fork Disc Brake
26" - 29'' Dual 28.6mm Threadless Springer Triple Tree Fork Disc Brake

$339.98

View Details
2009 Harley-Davidson Softail
2009 Harley-Davidson Softail

$9950.00

View Details
Bicycle Springer Schwinn aftermarket suspension FORK  26" bikes
Bicycle Springer Schwinn aftermarket suspension FORK 26" bikes

$60.00

View Details
2005 Harley-Davidson Softail
2005 Harley-Davidson Softail

$16000.00

View Details