| 书目名称 | Stochastic Portfolio Theory |
| 编辑 | E. Robert Fernholz |
| 视频video | |
| 概述 | Author has served as chief investment officer for INTECH, where this theory has been the basis for investment strategies for over a decade.Provides an introduction to this innovative theory and its ap |
| 丛书名称 | Stochastic Modelling and Applied Probability |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 2002 |
| 关键词 | Investment; Portfolio; Portfolio Theory; Rating; local time; mathematical finance; portfolio investment th |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4757-3699-1 |
| isbn_softcover | 978-1-4419-2987-7 |
| isbn_ebook | 978-1-4757-3699-1Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer Science+Business Media New York 2002 |
发表于 2025-3-21 19:16:28
