Ralph Vince
Auteur van The Mathematics of Money Management: Risk Analysis Techniques for Traders
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Werken van Ralph Vince
The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage (2007) — Auteur — 28 exemplaren
Portfolio Management Formulas : Mathematical Trading Methods for the Futures, Options, and Stock Markets (1990) 16 exemplaren
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Statistieken
- Werken
- 7
- Leden
- 110
- Populariteit
- #176,729
- Waardering
- 4.4
- Besprekingen
- 2
- ISBNs
- 17
- Talen
- 1
The book is a bit dense but insightful. It deals more with game theory and day trading, but it is also useful for non-speculative (read: sane) investors. It discusses at length the math of portfolio management and diversification.
Money quote: "Diversification, if done properly, is a technique that increases returns. It does not necessarily reduce worst-case drawdowns. This is absolutely contrary to the popular notion."… (meer)