Topics in Stochastic Portfolio Theory
by Alexander Vervuurt
Publisher: arXiv 2015
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.
Download or read it online for free here:
Download link
(3MB, PDF)
Similar books
Construction Financial Managementby S. L. Tang - Bookboon
This is a textbook on construction financial management written in simple English for undergraduate students who study construction related programmes. It is also suitable for postgraduate students who are less familiar with financial management.
(4201 views)
Portfolio Theory and Financial Analysesby Robert Alan Hill - BookBoon
The book evaluates Modern Portfolio Theory for future study. We learn why anybody with the software and a reasonable financial education can model portfolios. We learn why investors and not their computers should always interpret their results.
(8815 views)
Financial Strategy for Public Managersby Sharon Kioko, Justin Marlowe - The Rebus Foundation
This is a new generation textbook for financial management in the public sector. It offers a thorough, applied, and concise introduction to the essential financial concepts and analytical tools that today's effective public servants need to know.
(3292 views)
Phynanceby Zura Kakushadze - arXiv
These are the lecture notes for an advanced Ph.D. level course, primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integral, which is used in physics.
(6435 views)