Stochastic portfolio theory/

Main Author: Fernholz, Robert E.
Format: Book
Language:English
Published: Berlin: Springer, 2002
Series:Applications of Mathematics. Stochastic Modelling and Applied Probability ; 48
Subjects:
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245 1 0 |a Stochastic portfolio theory/  |c E. Robert Fernholz 
260 |a Berlin:  |b Springer,  |c 2002 
300 |a xiv, 177 p. :  |b ill. ;  |c 21 cm. 
490 0 |a Applications of Mathematics. Stochastic Modelling and Applied Probability ;  |v 48 
504 |a Includes bibliographical references and index 
650 0 |a Economics, Mathematical 
650 0 |a Portfolio management  |x Mathematical models 
650 0 |a Stochastic processes 
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