Stochastic portfolio theory

✍ Scribed by E. Robert Fernholz.

• Publisher: Springer
• Year: 2002
• Tongue: English
• Leaves: 190
• Series: Applications of mathematics, 48.
• Category: Library

✦ Synopsis

1. Stochastic Portfolio Theory --
   
2. Stock Market Behavior and Diversity --
   
3. Functionally Generated Portfolios --
   
4. Portfolios of Stocks Selected by Rank --
   
5. Stable Models for the Distribution of Capital --
   
6. Performance of Functionally Generated Portfolios --
   
7. Applications of Stochastic Portfolio Theory --
   
   App. A. Evaluation of Local Times.

✦ Subjects

Финансово-экономические дисциплины;Математические методы и моделирование в экономике;