Logo

Topics in Stochastic Portfolio Theory

Small book cover: Topics in Stochastic Portfolio Theory

Topics in Stochastic Portfolio Theory
by

Publisher: arXiv
Number of pages: 62

Description:
Stochastic Portfolio Theory (SPT) is a framework in which the normative assumptions from 'classical' financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.

Home page url

Download or read it online for free here:
Download link
(3MB, PDF)

Similar books

Book cover: Rethinking the Role of the State in FinanceRethinking the Role of the State in Finance
- World Bank Publications
This report synthesizes new and existing evidence on the state's performance as financial sector regulator, overseer, promoter, and owner. It calls on state agencies to provide strong regulation and supervision and ensure healthy competition...
(4418 views)
Book cover: Company Valuation and Share PriceCompany Valuation and Share Price
by - BookBoon
This is an investor's guide to company share valuation in today's volatile markets using performance measures published by stock exchanges worldwide, plus other source material drawn from company data, analyst reports and the internet.
(4661 views)
Book cover: Probability for FinanceProbability for Finance
by - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
(8269 views)
Book cover: Corporate FinanceCorporate Finance
by - The London School of Economics and Political Science
This is an extract from a subject guide for an undergraduate course in Economics, Management, Finance and the Social Sciences. It aims to give a general background to further academic or practical work in finance or accounting after graduation.
(10649 views)