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Essays On Trading Strategy
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Essays On Trading Strategy

990 kr

990 kr

Tidligere laveste pris:

998 kr

På lager

Ti., 17 juni - ma., 23 juni


Sikker betaling

14 dagers åpent kjøp


Selges og leveres av

Adlibris

Produktbeskrivelse

This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.

Artikkel nr.

08115c3d-3b6c-51fe-8033-def2f9bcdd28

Essays On Trading Strategy

990 kr

990 kr

Tidligere laveste pris:

998 kr

På lager

Ti., 17 juni - ma., 23 juni


Sikker betaling

14 dagers åpent kjøp


Selges og leveres av

Adlibris