Ralph Vince: Portfolio Management Formulas

Cover: 9780471527565 | Portfolio Management Formulas | Ralph Vince | Buch | Gebunden | 1991

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Sprache: Englisch

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Beschreibung

Explores two neglected mathematical tools essential for competing successfully in today's frenzied commodities markets: quantity, which shows the proper amounts a trader should trade for a given market and system, and intercorrelation of returns (diversification), which shows not only which markets and systems to trade, but how to diversify with respect to trading the right quantities for each market. By using these lesser known tools in conjunction with the more popular trade/system selection tools, readers will see mathematically how success in the markets can be achieved, and how success'' without using all three is most likely incidental. In addition, non-stationary distribution of profits and losses and drawdowns are incorporated into the discussions to expose traders to the highs and lows of commodities markets and how best to leverage their assets.

Über den Autor

Ralph Vince is a computer programmer who got his start in the trading business as a margin clerk and later worked as a consultant programmer to large futures traders and fund managers. He currently consults with businesses and trading operations around the world and speaks frequently in front of professional and academic groups globally. Vince has been critically acclaimed for his groundbreaking work in money management, particularly in the development of Optimal f. He is the author of numerous Wiley titles, including The Handbook of Portfolio Mathematics, Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.

Inhaltsverzeichnis

The Random Process and Gambling Theory.

Systems and Optimization.

Reinvestment of Returns and Geometric Growth Concepts.

Optimal Fixed Fractional Trading.

Risk of Ruin.

The Total Portfolio Approach.

Covering the Periphery.

Appendices.

Bibliography and Suggested Reading.

Index.

Erscheinungsjahr:	1991
Fachbereich:	Betriebswirtschaft
Genre:	Importe , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Buch
Inhalt:	Gebunden
ISBN-13:	9780471527565
ISBN-10:	0471527564
Sprache:	Englisch
Einband:	Gebunden
Autor:	Vince, Ralph
Hersteller:	Wiley
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	235 x 157 x 20 mm
Von/Mit:	Ralph Vince
Erscheinungsdatum:	16.01.1991
Gewicht:	0,576 kg

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