Logo

Topics in Stochastic Portfolio Theory

Small book cover: Topics in Stochastic Portfolio Theory

Topics in Stochastic Portfolio Theory
by

Publisher: arXiv
Number of pages: 62

Description:
Stochastic Portfolio Theory (SPT) is a framework in which the normative assumptions from 'classical' financial mathematics are not made, but in which one takes a descriptive approach to studying properties of markets that follow from empirical observations.

Home page url

Download or read it online for free here:
Download link
(3MB, PDF)

Similar books

Book cover: Partial Differential Equations for FinancePartial Differential Equations for Finance
by - New York University
An introduction to those aspects of partial differential equations and optimal control most relevant to finance: PDE’s naturally associated to diffusion processes, Kolmogorov equations and their applications, linear parabolic equations, etc.
(21544 views)
Book cover: Strategic Financial ManagementStrategic Financial Management
by - BookBoon
In a world of political, social and economic uncertainty, Strategic Financial Management is under pressure. This book reviews the subject within the context of current events. Each chapter contains Activities to test understanding at your own pace.
(17952 views)
Book cover: International Financial ReportingInternational Financial Reporting
by - BookBoon
The author explains the informational value of an annual report under the IFRS (International Financial Reporting Standards). Topics as the Balance sheet, Income statement, Cash flow statement and Statement of changes in equity are explained.
(15955 views)
Book cover: Probability for FinanceProbability for Finance
by - BookBoon
The book is intended to be a technical support for students in finance. Topics: Probability spaces and random variables; Moments of a random variable; Usual probability distributions in financial models; Conditional expectations and Limit theorems.
(13103 views)