Business & Economics Books:

Essays On Trading Strategy

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!
$190.99 was $245.99
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks

Buy Now, Pay Later with:

4 payments of $47.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 14-26 June using International Courier

Description

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.
Release date Australia
September 4th, 2023
Audiences
  • Professional & Vocational
  • Tertiary Education (US: College)
Pages
216
ISBN-13
9789811273810
Product ID
36832908

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...