Stochastic Portfolio Theory /

Stochastic 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 ac...

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Bibliographic Details

Main Author:	Fernholz, E. Robert
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2002.
Series:	Applications of Mathematics, Stochastic Modelling and Applied Probability ; 48.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book