The Mathematics of Money Management: Risk Analysis Techniques for TradersISBN: 978-0-471-54738-9
Hardcover
400 pages
June 1992
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The Empirical Techniques.
Characteristics of Fixed Fractional Trading and SalutaryTechniques.
Parametric Optimal f on the Normal Distribution.
Parametric Techniques on Other Distributions.
Introduction to Multiple Simultaneous Positions Under theParametric Approach.
Correlative Relationships and the Derivation of the EfficientFrontier.
The Geometry of Portfolios.
Risk Management.
Appendices.
Bibliography and Suggested Reading.
Index.
Characteristics of Fixed Fractional Trading and SalutaryTechniques.
Parametric Optimal f on the Normal Distribution.
Parametric Techniques on Other Distributions.
Introduction to Multiple Simultaneous Positions Under theParametric Approach.
Correlative Relationships and the Derivation of the EfficientFrontier.
The Geometry of Portfolios.
Risk Management.
Appendices.
Bibliography and Suggested Reading.
Index.
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