Portfolio management formulas : mathematical trading methods for the futures, options, and stock markets
著者
書誌事項
Portfolio management formulas : mathematical trading methods for the futures, options, and stock markets
(Wiley finance editions)
John Wiley & Sons, c1990
大学図書館所蔵 件 / 全9件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. 246-247) and index
内容説明・目次
内容説明
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.
目次
The Random Process and Gambling Theory.
Systems and Optimization.
Reinvestment of Returns and Geometric Growth Concepts.
Optimal Fixed Fractional Trading.
Risk of Ruin.
The Total Portfolio Approach.
Covering the Periphery.
Appendices.
Bibliography and Suggested Reading.
Index.
「Nielsen BookData」 より