Stochastic Portfolio Theory (Hardcover) (ISBN-13: 9780387954059)

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. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance.

Author: E. Robert Fernholz
ISBN-10: 0387954058
ISBN-13: 9780387954059
Publisher: Springer
Language: English
Published: 04/12/2002
Pages: 178
Format: Hardcover
Weight: 0.86lbs
Size: 9.06h x 6.80w x 0.56d