Cover Image

Stochastic portfolio theory /

Bibliographic Details
Main Author: Fernholz, Erhard Robert
Format: Book
Language:English
Published: New York : Springer, [2002]
Series:Applications of mathematics ; 48.
Subjects:
Portfolio management > Mathematical models.
Stochastic processes > Mathematical models.
Description
Physical Description:xiv, 177 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages [169]-174) and index.
ISBN:0387954058 (alk. paper)