Stochastic Portfolio Theory Book

Name: Stochastic Portfolio Theory, , Stochastic Portfolio Theory Book,
Brand: Springer
SKU: 9780387954059
Price: 104.00 USD
Availability: InStock
Rating: 3.5 (2 reviews)

2 Ratings

Stochastic Portfolio Theory, , Stochastic Portfolio Theory

3.5 out of 5 stars based on 2 reviews

Stochastic Portfolio Theory
Written by author Erhard Robert Fernholz
Published by Springer Us, April 2002
Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios, analyzing the behavior of portfolios, and understanding the structure of equity markets. Stochastic portfolio theory has both theoretical and practical applicatio

Buy Digital USD$104.00

1 Stochastic Portfolio Theory 1
2 Stock Market Behavior and Diversity 25
3 Functionally Generated Portfolios 43
4 Portfolios of Stocks Selected by Rank 69
5 Stable Models for the Distribution of Capital 93
6 Performance of Functionally Generated Portfolios 119
7 Applications of Stochastic Portfolio Theory 143
App. A Evaluation of Local Times 165
References 169
Index 175

Title: Stochastic Portfolio Theory

Manufacturer:

Springer

Item Number: 9780387954059

Publication Date: April 2002

Number: 1

Product Description: Stochastic Portfolio Theory

Universal Product Code (UPC): 9780387954059

WonderClub Stock Keeping Unit (WSKU): 9780387954059

Rating: 3.5/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/40/59/9780387954059.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 0.000 cm (0.00 inches)

Heigh : 0.000 cm (0.00 inches)

Depth: 0.000 cm (0.00 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

Price	Condition	Delivery	Seller	Action
$104.00	Digital	Arrives between May 8 - Jun 7 Login to your account for a direct download. Some files are emailed from Dropbox. Continent $0.00 - World $0.00	WonderClub (9296 total ratings)

Question Concerning Stochastic Portfolio Theory

Ask a Question about Stochastic Portfolio Theory

No Question found!

Read Reviews for Stochastic Portfolio Theory Write review

Jody Lamkin

reviewed Stochastic Portfolio Theory on November 17, 2016

Stochastic Portfolio Theory

A good reference book for PhD level time series Econometrics. For more theoretical studies Hurn's "Econometric Modeling" is suggested.

You must be logged in to add to Wishlist

Stochastic Portfolio Theory Book

Book Categories

Authors

Springer

Question Concerning Stochastic Portfolio Theory

Read Reviews for Stochastic Portfolio Theory Write review

Login

Complaints

Blog

Games

Digital Media

Souls

Obituary

Contact Us

FAQ

You must be logged in to add to Wishlist

This item is in your Wish List

This item is in your Collection

This Item is in Your Inventory

You must be logged in to review the products

Add Stochastic Portfolio Theory, , Stochastic Portfolio Theory to the inventory that you are selling on WonderClub

Add Stochastic Portfolio Theory, , Stochastic Portfolio Theory to your collection on WonderClub

1	Stochastic Portfolio Theory	1
2	Stock Market Behavior and Diversity	25
3	Functionally Generated Portfolios	43
4	Portfolios of Stocks Selected by Rank	69
5	Stable Models for the Distribution of Capital	93
6	Performance of Functionally Generated Portfolios	119
7	Applications of Stochastic Portfolio Theory	143
App. A	Evaluation of Local Times	165
	References	169
	Index	175