The leverage space trading model: reconciling portfolio management strategies and economic theory
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Bibliographic Details
Main Author: Vince, Ralph (Author)
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. Wiley ©2009
Series:Wiley trading
Subjects:
Online Access:FRO01
UBG01
Volltext
Item Description:Includes bibliographical references and index
An innovative approach to trading by an expert in the field. In The Leverage Space Trading Model, quantitative portfolio analysis expert Ralph Vince takes the Leverage Space Model he presented in The Handbook of Portfolio Mathematics and brings it into entirely new territory. As Vince shows here, even if a trader doesn't use margin, he or she is still using leverage. Leverage refers to the schedule upon which an asset position is increased or decreased over time as an equity account fluctuates. Traditional models do not reflect real-world actualities of cash versus the position and the schedul
Physical Description:1 Online-Ressource (xi, 191 pages)
ISBN:9781119198314
1119198313
9780470496008
0470496002
9780470496022
0470496029
9780470496015
0470496010
1282137735
9781282137738

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