Essays On Trading In Financial Markets
Download and Read Essays On Trading In Financial Markets full books in PDF, ePUB, and Kindle. Read online free Essays On Trading In Financial Markets ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Essays On Trading Strategy
Author | : Graham L Giller |
Publisher | : World Scientific |
Total Pages | : 217 |
Release | : 2023-08-17 |
Genre | : Business & Economics |
ISBN | : 9811273839 |
Download Essays On Trading Strategy Book in PDF, Epub and Kindle
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.
Essays On Trading Strategy Related Books
Pages: 217
Pages: 0
Pages: 90
Pages: 123
Pages: 228