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: Behavioural FinanceBehavioural Finance
by - BookBoon
Behavioural finance, with its emphasis on the numerous biases and heuristics, puts a human face on the financial markets, recognizing that market participants are subject to biases that have predictable effects on prices.
(9865 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.
(8011 views)
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...
(7600 views)
Book cover: Financial Numerical Recipes in C++Financial Numerical Recipes in C++
by
Useful examples and algorithms for people working within the field of finance. Typical examples are option/derivatives pricing, term structure calculations, mean variance analysis. The author made C++ subroutines that implements common algorithms.
(22774 views)