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US import, usually ships within 20 working days
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- Product code: 3537
- ISBN: 0471527564,
ISBN13: 9780471527565,
288 pages, hardback
Published by John Wiley & Sons Inc on 1990
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Description of Portfolio Management Formulas |
A guide to money management strategies for traders in the futures, options, and stock markets, this book shows how to profitably exploit the rules of probability and the principles of modern portfolio theory.
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Reviews'I wish I'd had a copy of this book many years ago. It would have rounded out my education and given me a thorough orientation in the risk management aspect of the trading equation, which, despite its overwhelming importance, is often overlooked even by those who consider themselves competent traders. We would all do much better in the real-world marketplace by following the recommendations in this book.'
Timothy Slater, Founder CompuTrac
'Few traders really understand how probability and gambling strategy affect their trading profits. Ralph Vince has done a marvellous job of explaining these factors in a clear, easy-to-understand way. More important, he shows traders exactly how to take advantage of these principles whenever they trade. This book belongs on the shelf of every informed investor.'
Tom Denmark, Tudor Investment Systems
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Contents of Portfolio Management Formulas |
Preface
Introduction: About This Book
1. The Random Process and Gambling Theory
2. Systems and Optimization
3. Reinvestment of Returns and Geometric Growth Concepts
4. Optimal Fixed Fractional Trading
5. Risk of Ruin
6. The Total Portfolio Approach
7. Covering the Periphery
Appendices
A. Using a Negative Mathematical Expectation Market System
B. Programming the Functions Described in the Text
C. The Cumulative Normal Distribution
D. The Calendar
E. Options Calculations
F. The Portfolio Program
G. Converting from a Z Score to a Confidence Limit
H. How the Dispersion of Outcomes Affects Geometric Growth
Bibliography and Suggested Reading
Index
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