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
Financial Numerical Recipes in C++
by Bernt Arne Ødegaard
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.
(26039 views)
by Bernt Arne Ødegaard
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.
(26039 views)
Finance for Non-financial Managers
by MTD Training - BookBoon
This textbook explains what all of the financial statements of a company means from a non finance point of view. Explained in easy to understand language, you will soon gain a great insight into the finance aspects of a company.
(18878 views)
by MTD Training - BookBoon
This textbook explains what all of the financial statements of a company means from a non finance point of view. Explained in easy to understand language, you will soon gain a great insight into the finance aspects of a company.
(18878 views)
Strategic Financial Management
by Robert Alan Hill - BookBoon
In a world of political, social and economic uncertainty, Strategic Financial Management is under pressure. This book reviews the subject within the context of current events. Each chapter contains Activities to test understanding at your own pace.
(19541 views)
by Robert Alan Hill - BookBoon
In a world of political, social and economic uncertainty, Strategic Financial Management is under pressure. This book reviews the subject within the context of current events. Each chapter contains Activities to test understanding at your own pace.
(19541 views)
Behavioural Finance
by Peter Dybdahl Hede - 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.
(11938 views)
by Peter Dybdahl Hede - 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.
(11938 views)