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Stochastic portfolio theory / E. Robert Fernholz.
Author
Fernholz, Erhard Robert
[Browse]
Format
Book
Language
English
Published/Created
New York : Springer, 2002.
Description
xiv, 177 p. : ill. ; 25 cm.
Details
Subject(s)
Portfolio management
—
Mathematical models
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Stochastic processes
—
Mathematical models
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Series
Applications of mathematics ; 48
[More in this series]
Bibliographic references
Includes bibliographical references (p. [169]-174) and index.
ISBN
0387954058 (alk. paper)
LCCN
2001057681
OCLC
48858498
RCP
N - S
Statement on language in description
Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage.
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Stochastic portfolio theory / E. Robert Fernholz.
id
9937198133506421