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Essays On Trading Strategy
Engelsk
Bogcover for Essays On Trading Strategy af Graham L Giller, 9789811273810
Specifikationer
Sprog:
Engelsk
Sider:
216
ISBN-13:
9789811273810
Indbinding:
Hardback
ISBN-10:
9811273812
Udg. Dato:
4 sep 2023
Størrelse i cm:
15,9 x 23,7 x 1,8
Oplagsdato:
4 sep 2023
Forfatter(e):

Essays On Trading Strategy

Engelsk
Hardback 2023
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
216
ISBN-13:
9789811273810
Indbinding:
Hardback
ISBN-10:
9811273812
Udg. Dato:
4 sep 2023
Størrelse i cm:
15,9 x 23,7 x 1,8
Oplagsdato:
4 sep 2023
Forfatter(e):
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