Stochastic Portfolio Theory

By E. Robert Fernholz

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

• Format: Hardcover
• Language: English
• ISBN: 0387954058
• ISBN13: 9780387954059
• Release Date: April 2002
• Publisher: Springer
• Length: 178 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.6" x 6.8" x 9.1"