The leverage space trading model: reconciling portfolio management strategies and economic theory
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
2009
|
| Series: | Wiley trading series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | XI, 191 S. Ill., graph. Darst. |
| ISBN: | 9780470455951 |
Staff View
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV035575914 | ||
| 003 | DE-604 | ||
| 005 | 20090805 | ||
| 007 | t | ||
| 008 | 090622s2009 xxuad|| |||| 00||| eng d | ||
| 010 | |a 2009000839 | ||
| 020 | |a 9780470455951 |c cloth |9 978-0-470-45595-1 | ||
| 035 | |a (OCoLC)276334318 | ||
| 035 | |a (DE-599)BVBBV035575914 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-703 | ||
| 050 | 0 | |a HG4529.5 | |
| 082 | 0 | |a 332.601 | |
| 084 | |a QP 343 |0 (DE-625)141864: |2 rvk | ||
| 100 | 1 | |a Vince, Ralph |d 1958- |e Verfasser |0 (DE-588)120546272 |4 aut | |
| 245 | 1 | 0 | |a The leverage space trading model |b reconciling portfolio management strategies and economic theory |c Ralph Vince |
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 2009 | |
| 300 | |a XI, 191 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley trading series | |
| 500 | |a Includes bibliographical references and index | ||
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Investments | |
| 650 | 0 | 7 | |a Portfoliomanagement |0 (DE-588)4115601-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzanalyse |0 (DE-588)4133000-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Portfoliomanagement |0 (DE-588)4115601-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Finanzanalyse |0 (DE-588)4133000-6 |D s |
| 689 | 1 | |5 DE-604 | |
| 856 | 4 | 2 | |m Digitalisierung UB Bayreuth |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017631405&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017631405 | ||
Record in the Search Index
| _version_ | 1804139231548801024 |
|---|---|
| adam_text | Contents
Preface
їж
Introduction
1
PART I The Single Component Case: Optimal
f
______7
CHAPTER
1
The General History of Geometric
Mean Maximization
9
CHAPTER
2
The Ineluctable Coordinates
21
CHAPTER
3
The Nature of the Curve
29
PART II The Multiple Component Case: The
__________
Leverage Space Portfolio Model
____________59
CHAPTER
4
Multiple, Simultaneous f— Leverage
Space
«1
CHAPTER
5
Risk Metrics In Leverage Space and
Drawdown
89
PART III The Leverage Space Praxis
______________139
CHAPTER
β
A Framework to Satisfy Both
Economic Theory and Portfolio
Managers l41
vii
Vlil
CONTENTS
CHAPTER
7
Maximizing the Probability of Profit
137
Bibliography
183
Index
187
|
| any_adam_object | 1 |
| author | Vince, Ralph 1958- |
| author_GND | (DE-588)120546272 |
| author_facet | Vince, Ralph 1958- |
| author_role | aut |
| author_sort | Vince, Ralph 1958- |
| author_variant | r v rv |
| building | Verbundindex |
| bvnumber | BV035575914 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4529 |
| callnumber-raw | HG4529.5 |
| callnumber-search | HG4529.5 |
| callnumber-sort | HG 44529.5 |
| callnumber-subject | HG - Finance |
| classification_rvk | QP 343 |
| ctrlnum | (OCoLC)276334318 (DE-599)BVBBV035575914 |
| dewey-full | 332.601 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.601 |
| dewey-search | 332.601 |
| dewey-sort | 3332.601 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01696nam a2200457zc 4500</leader><controlfield tag="001">BV035575914</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090805 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">090622s2009 xxuad|| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2009000839</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470455951</subfield><subfield code="c">cloth</subfield><subfield code="9">978-0-470-45595-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)276334318</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035575914</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4529.5</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.601</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 343</subfield><subfield code="0">(DE-625)141864:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Vince, Ralph</subfield><subfield code="d">1958-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)120546272</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The leverage space trading model</subfield><subfield code="b">reconciling portfolio management strategies and economic theory</subfield><subfield code="c">Ralph Vince</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, N.J.</subfield><subfield code="b">Wiley</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 191 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley trading series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investments</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfoliomanagement</subfield><subfield code="0">(DE-588)4115601-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Portfoliomanagement</subfield><subfield code="0">(DE-588)4115601-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Finanzanalyse</subfield><subfield code="0">(DE-588)4133000-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Bayreuth</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017631405&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017631405</subfield></datafield></record></collection> |
| id | DE-604.BV035575914 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:40:48Z |
| institution | BVB |
| isbn | 9780470455951 |
| language | English |
| lccn | 2009000839 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017631405 |
| oclc_num | 276334318 |
| open_access_boolean | |
| owner | DE-703 |
| owner_facet | DE-703 |
| physical | XI, 191 S. Ill., graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley trading series |
| spelling | Vince, Ralph 1958- Verfasser (DE-588)120546272 aut The leverage space trading model reconciling portfolio management strategies and economic theory Ralph Vince Hoboken, N.J. Wiley 2009 XI, 191 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley trading series Includes bibliographical references and index Portfolio management Investment analysis Investments Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s DE-604 Finanzanalyse (DE-588)4133000-6 s Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017631405&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Vince, Ralph 1958- The leverage space trading model reconciling portfolio management strategies and economic theory Portfolio management Investment analysis Investments Portfoliomanagement (DE-588)4115601-8 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4133000-6 |
| title | The leverage space trading model reconciling portfolio management strategies and economic theory |
| title_auth | The leverage space trading model reconciling portfolio management strategies and economic theory |
| title_exact_search | The leverage space trading model reconciling portfolio management strategies and economic theory |
| title_full | The leverage space trading model reconciling portfolio management strategies and economic theory Ralph Vince |
| title_fullStr | The leverage space trading model reconciling portfolio management strategies and economic theory Ralph Vince |
| title_full_unstemmed | The leverage space trading model reconciling portfolio management strategies and economic theory Ralph Vince |
| title_short | The leverage space trading model |
| title_sort | the leverage space trading model reconciling portfolio management strategies and economic theory |
| title_sub | reconciling portfolio management strategies and economic theory |
| topic | Portfolio management Investment analysis Investments Portfoliomanagement (DE-588)4115601-8 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| topic_facet | Portfolio management Investment analysis Investments Portfoliomanagement Finanzanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017631405&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT vinceralph theleveragespacetradingmodelreconcilingportfoliomanagementstrategiesandeconomictheory |