The Handbook of Portfolio Mathematics
Subtitle: Formulas for Optimal Allocation & Leverage (Wiley Trading)
Publisher: Wiley
Published: May 25, 2007
Language: eng
Format: Hardcover
Number of pages: 448
ISBN-13: 9780471757689
Subjects: Investment & securities; Mathematics; Business & Economics; Business / Economics / Finance; Business/Economics; Finance; Investments & Securities - General; Business & Economics / Finance; Investments; Mathematical models; Portfolio management
Table of contents: title: PART I: THEORY. Section 1: Statistical Foundations. Chapter 1. The Random Process and Gambling Theory. Chapter 2. Probability Distributions. Section 2: The Single Position. Chapter 3. Revinvestment of Returns and Geometric Growth Concepts. Chapter 4. Optimal ƒ. Chapter 5. Characteristics of Optimal ƒ. Chapter 6. Laws of Growth, Utility, and Finite Streams. Section 3: Multiple Simutaneous Positions. Chapter 7. Classical Porfolio Construction. Chapter 8. The Geometry of Mean Variance Portfolios. Chapter 9. The Leverage Space Model. Chapter 10. The Geometry of Leverage Space Portfolios. PART II: PRACTICE. Chapter 11. What the Professionals Have Done. Chapter 12. The leverage Space Model in the Real World.