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The Handbook of Portfolio Mathematics - Formulas for Optimal Allocation and Leverage R Vince

The Handbook of Portfolio Mathematics - Formulas for Optimal Allocation and Leverage By R Vince

The Handbook of Portfolio Mathematics - Formulas for Optimal Allocation and Leverage by R Vince


Condition - Good
Out of stock

Summary

The Handbook of Portfolio Mathematics For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage--space portfolio model, tweaks it for the drawdown probability, and delivers a superior model.

The Handbook of Portfolio Mathematics - Formulas for Optimal Allocation and Leverage Summary

The Handbook of Portfolio Mathematics - Formulas for Optimal Allocation and Leverage by R Vince

The Handbook of Portfolio Mathematics For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage--space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides equations to maximize returns for a chosen level of risk. So if youa re serious about making money in todaya s markets, buy this book. Read it. Profit from it. --Thomas N. Bulkowski, author, Encyclopedia of Chart Patterns This is an important book. Though traders routinely speak of their a edgea in the marketplace and ways of handling a risk,a few can define and measure these accurately. In this book, Ralph Vince takes readers step by step through an understanding of the mathematical foundations of trading, significantly extending his earlier work and breaking important new ground. His lucid writing style and liberal use of practical examples make this book must reading. --Brett N. Steenbarger, PhD, author, The Psychology of Trading and Enhancing Trader Performance Ralph Vince is one of the worlda s foremost authorities on quantitative portfolio analysis. In this masterly contribution, Ralph builds on his early pioneering findings to address the real--world concerns of money managers in the trenches--how to systematically maximize gains in relation to risk. --Nelson Freeburg, Editor, Formula Research Gambling and investing may make strange bedfellows in the eyes of many, but not Ralph Vince, who once again demonstrates that an open mind is the investora s most valuable asset. What does bet sizing have to do with investing? The answer to that question and many more lie inside this iconoclastic work. Want to make the most of your investing skills Open this book. --John Bollinger, CFA, CMT, www.BollingerBands.com

About R Vince

Ralph Vince got his start in the trading business as a margin clerk, and later worked as a consultant programmer to large futures traders and fund managers. Vince is also the author of Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management, also from Wiley. Numerous software companies have incorporated Vince's ideas into their products. Vince is an ultra-marathon runner and jiu jitsu black belt.

Table of Contents

Preface. Introduction. PART I. Theory. Chapter 1. The Random Process and Gambling Theory. Chapter 2. Probability Distributions. Chapter 3. Revinvestment of Returns and Geometric Growth Concepts. Chapter 4. Optimal AE'. Chapter 5. Characteristics of Optimal AE'. Chapter 6. Laws of Growth, Utility, and Finite Streams. 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 Portfolio Model in the Real World. Postscript. Index.

Additional information

CIN0471757683G
9780471757689
0471757683
The Handbook of Portfolio Mathematics - Formulas for Optimal Allocation and Leverage by R Vince
Used - Good
Hardback
John Wiley & Sons Inc
20070608
448
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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