Topics in Stochastic Portfolio Theory
by Alexander Vervuurt
Publisher: arXiv 2015
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.
Download or read it online for free here:
Download link
(3MB, PDF)
Similar books
Company Valuation and Share Price
by Robert Alan Hill - 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.
(10076 views)
by Robert Alan Hill - 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.
(10076 views)
Strategic Financial Management: Exercises
by Robert Alan Hill - BookBoon
By following the same structure as the companion text, this book of exercises tests your knowledge of Strategic Financial Management. It also develops a number of theoretical concepts outlined in the companion text as a guide to further study.
(14916 views)
by Robert Alan Hill - BookBoon
By following the same structure as the companion text, this book of exercises tests your knowledge of Strategic Financial Management. It also develops a number of theoretical concepts outlined in the companion text as a guide to further study.
(14916 views)
Analysis and Linear Algebra for Finance
by Patrick Roger - Bookboon
These volumes present the elements of analysis and linear algebra used in financial models and in microeconomics. Functions and matrices are developed in part I and vector spaces, linear mappings and optimization methods are developed in part II.
(11805 views)
by Patrick Roger - Bookboon
These volumes present the elements of analysis and linear algebra used in financial models and in microeconomics. Functions and matrices are developed in part I and vector spaces, linear mappings and optimization methods are developed in part II.
(11805 views)
Financial Decision-making and Investor Behaviour
by Peter Dybdahl Hede - BookBoon
Behavioural finance uses our knowledge of psychology to improve our understanding of how individual investors make financial decisions. This book provides an introduction to behavioural finance, investor behaviour and financial decision-making.
(12748 views)
by Peter Dybdahl Hede - BookBoon
Behavioural finance uses our knowledge of psychology to improve our understanding of how individual investors make financial decisions. This book provides an introduction to behavioural finance, investor behaviour and financial decision-making.
(12748 views)