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Stochastic Portfolio Theory

Stochastic Portfolio Theory

Hardcover

Series: Stochastic Modelling and Applied Probability, Book 48

Investing & FinanceProbability & Statistics

ISBN10: 0387954058
ISBN13: 9780387954059
Publisher: Springer Nature
Published: Apr 12 2002
Pages: 178
Weight: 0.86
Height: 0.56 Width: 6.80 Depth: 9.06
Language: English
Stochastic portfolio theory is a mathematical methodology for constructing stock portfolios and for analyzing the effects induced on the behavior of these portfolios by changes in the distribution of capital in the market. This book is an introduction to stochastic portfolio theory for investment professionals and for students of mathematical finance.

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