请选择 进入手机版 | 继续访问电脑版
楼主: martinnyj
4032 9

免費 Stochastic Portfolio Theory [推广有奖]

  • 0关注
  • 58粉丝

学科带头人

44%

还不是VIP/贵宾

-

威望
0
论坛币
276527 个
通用积分
86.5788
学术水平
183 点
热心指数
227 点
信用等级
154 点
经验
51222 点
帖子
868
精华
0
在线时间
1596 小时
注册时间
2007-6-14
最后登录
2023-9-9

martinnyj 发表于 2012-8-27 00:53:48 |显示全部楼层 |坛友微信交流群
相似文件 换一批

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
Stochastic Portfolio Theory.rar (4.81 MB) 本附件包括:
  • Stochastic Portfolio Theory.pdf


Stochastic Portfolio Theory
E. Robert Fernholz (Author)



From the Back CoverStochastic portfolio theory is a novel mathematical framework for constructing portfolios, analyzing the behavior of portfolios, and understanding the structure of equity markets. This new theory is descriptive as opposed to normative, and is consistent with the observed behavior and structure of actual markets. Stochastic portfolio theory is important for both academics and practitioners, for it includes theoretical results of central importance to modern mathematical finance, a well as techniques that have been successfully applied to the management of actual stock portfolios for institutional investors. Of particular interest are the logarithmic representation stock prices for portfolio optimization; portfolio generating functions and the existence of arbitrage; and the use of ranked market weight processes for analyzing equity market structure. For academics, the book offers a fresh view of equity market structure as well as a coherent exposition of portfolio generating functions. Included are many open research problems related to these topics, some of which are probably appropriate for graduate dissertations. For practioners, the book offers a comprehensive exposition of the logarithmic model for portfolio optimization, as well as new methods for performance analysis and asset allocation. E. Robert Fernholz is Chief Investment Officer of INTECH, an institutional equity manager. Previously, Dr. Fernholz taught mathematics and statistics at Princeton University and the City University of New York.


Product Details
  • Hardcover: 192 pages
  • Publisher: Springer; 1 edition (April 12, 2002)
  • Language: English
  • ISBN-10: 0387954058
  • ISBN-13: 978-0387954059




二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:Stochastic Portfolio Stochast Portfoli Theory framework academics important

已有 1 人评分经验 论坛币 学术水平 热心指数 信用等级 收起 理由
accumulation + 100 + 100 + 1 + 1 + 1 精彩帖子

总评分: 经验 + 100  论坛币 + 100  学术水平 + 1  热心指数 + 1  信用等级 + 1   查看全部评分

本帖被以下文库推荐

99rabbit 发表于 2012-8-27 09:29:30 |显示全部楼层 |坛友微信交流群
是文字版,还是扫描的?

使用道具

fin9845cl 发表于 2012-8-27 11:28:57 |显示全部楼层 |坛友微信交流群
瞧瞧了
谢谢楼主的分享

使用道具

fbfidwsa 发表于 2012-8-29 21:55:30 |显示全部楼层 |坛友微信交流群
thanks for sharing !!!

使用道具

martinnyj 发表于 2012-10-7 00:50:29 |显示全部楼层 |坛友微信交流群
99rabbit 发表于 2012-8-27 09:29
是文字版,还是扫描的?
是扫描的

使用道具

352693585 发表于 2012-11-26 13:28:52 |显示全部楼层 |坛友微信交流群
GOOF
新浪微博Infinitely divisible(无穷可分)http://weibo.com/1692902863
科学网博客http://blog.sciencenet.cn/u/a3141592653589

使用道具

dreadnot 发表于 2013-6-11 21:46:24 |显示全部楼层 |坛友微信交流群
thanks! Great Book!

使用道具

jxmlucy 发表于 2013-10-8 09:31:27 |显示全部楼层 |坛友微信交流群
谢谢,下来看看

使用道具

alto1394 发表于 2017-12-26 20:46:19 |显示全部楼层 |坛友微信交流群
混沌了理论,谢谢分享。

使用道具

Donnie2009 发表于 2018-9-24 22:48:02 |显示全部楼层 |坛友微信交流群
很好,谢谢

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jr
拉您进交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-3-29 13:41