The Handbook Of Portfolio Mathematics

Author : Ralph Vince
Publisher : John Wiley & Sons
ISBN 13 : 0471757683
Total Pages : 452 pages
Book Rating : 4.89/5 ( download)

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Download or read book The Handbook of Portfolio Mathematics written by Ralph Vince and published by John Wiley & Sons. This book was released on 2007-05-25 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Portfolio Mathematics "For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage-space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides equations to maximize returns for a chosen level of risk. So if you're serious about making money in today's markets, buy this book. Read it. Profit from it." —Thomas N. Bulkowski, author, Encyclopedia of Chart Patterns "This is an important book. Though traders routinely speak of their 'edge' in the marketplace and ways of handling 'risk,' few can define and measure these accurately. In this book, Ralph Vince takes readers step by step through an understanding of the mathematical foundations of trading, significantly extending his earlier work and breaking important new ground. His lucid writing style and liberal use of practical examples make this book must reading." —Brett N. Steenbarger, PhD, author, The Psychology of Trading and Enhancing Trader Performance "Ralph Vince is one of the world's foremost authorities on quantitative portfolio analysis. In this masterly contribution, Ralph builds on his early pioneering findings to address the real-world concerns of money managers in the trenches-how to systematically maximize gains in relation to risk." —Nelson Freeburg, Editor, Formula Research "Gambling and investing may make strange bedfellows in the eyes of many, but not Ralph Vince, who once again demonstrates that an open mind is the investor's most valuable asset. What does bet sizing have to do with investing? The answer to that question and many more lie inside this iconoclastic work. Want to make the most of your investing skills Open this book." —John Bollinger, CFA, CMT, www.BollingerBands.com

Author : Ralph Vince
Publisher : John Wiley & Sons
ISBN 13 : 0470410507
Total Pages : 452 pages
Book Rating : 4.09/5 ( download)

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Download or read book The Handbook of Portfolio Mathematics written by Ralph Vince and published by John Wiley & Sons. This book was released on 2008-05-14 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Portfolio Mathematics "For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage-space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides equations to maximize returns for a chosen level of risk. So if you're serious about making money in today's markets, buy this book. Read it. Profit from it." —Thomas N. Bulkowski, author, Encyclopedia of Chart Patterns "This is an important book. Though traders routinely speak of their 'edge' in the marketplace and ways of handling 'risk,' few can define and measure these accurately. In this book, Ralph Vince takes readers step by step through an understanding of the mathematical foundations of trading, significantly extending his earlier work and breaking important new ground. His lucid writing style and liberal use of practical examples make this book must reading." —Brett N. Steenbarger, PhD, author, The Psychology of Trading and Enhancing Trader Performance "Ralph Vince is one of the world's foremost authorities on quantitative portfolio analysis. In this masterly contribution, Ralph builds on his early pioneering findings to address the real-world concerns of money managers in the trenches-how to systematically maximize gains in relation to risk." —Nelson Freeburg, Editor, Formula Research "Gambling and investing may make strange bedfellows in the eyes of many, but not Ralph Vince, who once again demonstrates that an open mind is the investor's most valuable asset. What does bet sizing have to do with investing? The answer to that question and many more lie inside this iconoclastic work. Want to make the most of your investing skills Open this book." —John Bollinger, CFA, CMT, www.BollingerBands.com

Author : Ralph Vince
Publisher : John Wiley & Sons
ISBN 13 : 9780471547389
Total Pages : 404 pages
Book Rating : 4.87/5 ( download)

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Download or read book The Mathematics of Money Management written by Ralph Vince and published by John Wiley & Sons. This book was released on 1992-08-04 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Every futures, options, and stock markets trader operates under a set of highly suspect rules and assumptions. Are you risking your career on yours? Exceptionally clear and easy to use, The Mathematics of Money Management substitutes precise mathematical modeling for the subjective decision-making processes many traders and serious investors depend on. Step-by-step, it unveils powerful strategies for creating and using key money management formulas--based on the rules of probability and modern portfolio theory--that maximizes the potential gains for the level of risk you are assuming. With them, you'll determine the payoffs and consequences of any potential trading decision and obtain the highest potential growth for your specified level of risk. You'll quickly decide: What markets to trade in and at what quantities When to add or subtract funds from an account How to reinvest trading profits for maximum yield The Mathematics of Money Management provides the missing element in modern portfolio theory that weds optimal f to the optimal portfolio.

Author : Edward E. Qian
Publisher : CRC Press
ISBN 13 : 1420010794
Total Pages : 462 pages
Book Rating : 4.94/5 ( download)

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Download or read book Quantitative Equity Portfolio Management written by Edward E. Qian and published by CRC Press. This book was released on 2007-05-11 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for

Author : Ralph Vince
Publisher : John Wiley & Sons
ISBN 13 : 9780471527565
Total Pages : 282 pages
Book Rating : 4.64/5 ( download)

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Download or read book Portfolio Management Formulas written by Ralph Vince and published by John Wiley & Sons. This book was released on 1991-01-16 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : I.N. Bronshtein
Publisher : Springer
ISBN 13 : 3662462214
Total Pages : 1255 pages
Book Rating : 4.18/5 ( download)

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Download or read book Handbook of Mathematics written by I.N. Bronshtein and published by Springer. This book was released on 2015-03-19 with total page 1255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This guide book to mathematics contains in handbook form the fundamental working knowledge of mathematics which is needed as an everyday guide for working scientists and engineers, as well as for students. Easy to understand, and convenient to use, this guide book gives concisely the information necessary to evaluate most problems which occur in concrete applications. In the newer editions emphasis was laid on those fields of mathematics that became more important for the formulation and modeling of technical and natural processes, namely Numerical Mathematics, Probability Theory and Statistics, as well as Information Processing. Besides many enhancements and new paragraphs, new sections on Geometric and Coordinate Transformations, Quaternions and Applications, and Lie Groups and Lie Algebras were added for the sixth edition.

Author : BRONSHTEIN
Publisher : Springer Science & Business Media
ISBN 13 : 1468462881
Total Pages : 778 pages
Book Rating : 4.83/5 ( download)

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Download or read book A Guide Book to Mathematics written by BRONSHTEIN and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: TO THE FIRST RUSSIAN EDITION It was a very difficult task to write a guide-book of a small size designed to contain the fundamental knowledge of mathema tics which is most necessary to engineers and students of higher technical schools. In our tendency to the compactness and brevity of the exposition, we attempted, however, to produce a guide-book which would be easy to understand, convenient to use and as accurate as possible (as much as it is required in engineering). It should be pointed out that this book is neither a handbook nor a compendium, but a guide-book. Therefore it is not written as systematically as a handbook should be written. Hence the reader should not be surprised to find, for example, I'HOpital's rule in the section devoted to computation of limits which is a part of the chapter "Introduction to the analysis" placed before the concept of the derivative, or information about the Gamma function in the chapter "Algebra"-just after the concept of the factorial. There are many such "imperfections" in the book. Thus a reader who wants to acquire certain information is advised to use not only the table of contents but also the alpha betical index inserted at the end of the book. If a problem mentioned in the text is explained in detail in another place of the book, then the corresponding page is indicated in a footnote.

Author : Edward E. Qian
Publisher : CRC Press
ISBN 13 : 1498732453
Total Pages : 263 pages
Book Rating : 4.51/5 ( download)

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Download or read book Portfolio Rebalancing written by Edward E. Qian and published by CRC Press. This book was released on 2018-12-07 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the effects of portfolio rebalancing on portfolio returns and risks. The mathematical analysis answers the question of when and why fixed-weight portfolios might outperform buy-and-hold portfolios based on volatilities and returns. The empirical analysis, aided by mathematical insights, will examine the effects of portfolio rebalancing in capital markets for asset allocation portfolios and portfolios of stocks, bonds, and commodities.

Author : John B. Guerard, Jr.
Publisher : Springer Science & Business Media
ISBN 13 : 0387774394
Total Pages : 796 pages
Book Rating : 4.98/5 ( download)

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Download or read book Handbook of Portfolio Construction written by John B. Guerard, Jr. and published by Springer Science & Business Media. This book was released on 2009-12-12 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio construction is fundamental to the investment management process. In the 1950s, Harry Markowitz demonstrated the benefits of efficient diversification by formulating a mathematical program for generating the "efficient frontier" to summarize optimal trade-offs between expected return and risk. The Markowitz framework continues to be used as a basis for both practical portfolio construction and emerging research in financial economics. Such concepts as the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT), for example, provide the foundation for setting benchmarks, for predicting returns and risk, and for performance measurement. This volume showcases original essays by some of today’s most prominent academics and practitioners in the field on the contemporary application of Markowitz techniques. Covering a wide spectrum of topics, including portfolio selection, data mining tests, and multi-factor risk models, the book presents a comprehensive approach to portfolio construction tools, models, frameworks, and analyses, with both practical and theoretical implications.

Author : Alan Bishop
Publisher : Springer Science & Business Media
ISBN 13 : 9781402010088
Total Pages : 570 pages
Book Rating : 4.87/5 ( download)

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Download or read book Second International Handbook of Mathematics Education written by Alan Bishop and published by Springer Science & Business Media. This book was released on 2003-06-30 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edition is an essential resource for students, researchers, teacher educators and curriculum policy makers in the field of mathematics education.