Portfolio Management Formulas

Vince, Ralph

ISBN 10: 0471527564 / ISBN 13: 9780471527565

Editore: Wiley, 1991

Missing dust jacket; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0471527564I3N01

Riassunto:

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.

Product Description: Book by Vince Ralph

Dati bibliografici

Titolo: Portfolio Management Formulas
Casa editrice: Wiley
Data di pubblicazione: 1991
Legatura: Hardcover
Condizione: Good
Condizione sovraccoperta: No Jacket