ISBN-10:
0470455950
ISBN-13:
9780470455951
Pub. Date:
05/26/2009
Publisher:
Wiley
The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory / Edition 1

The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory / Edition 1

by Ralph Vince

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Product Details

ISBN-13: 9780470455951
Publisher: Wiley
Publication date: 05/26/2009
Series: Wiley Trading Series , #425
Pages: 208
Product dimensions: 6.20(w) x 9.10(h) x 0.90(d)

About the Author

Ralph Vince is a computer programmer who got his start in the trading business as a margin clerk and later worked as a consultant programmer to large futures traders and fund managers. He currently consults with businesses and trading operations around the world and speaks frequently in front of professional and academic groups globally. Vince has been critically acclaimed for his groundbreaking work in money management, particularly in the development of Optimal f. He is the author of numerous Wiley titles, including The Handbook of Portfolio Mathematics, Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.

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Table of Contents

Preface.

Introduction.

PART I The Single Component Case: Optimal f.

CHAPTER 1 The General History of Geometric MeanMaximization.

CHAPTER 2 The Ineluctable Coordinates.

CHAPTER 3 The Nature of the Curve.

PART II The Multiple Component Case: The Leverage SpacePortfolio Model.

CHAPTER 4 Multiple, Simultaneous f—"LeverageSpace".

CHAPTER 5 Risk Metrics in Leverage Space and Drawdown.

PART III The Leverage Space Praxis.

CHAPTER 6 A Framework to Satisfy Both Economic Theory andPortfolio Managers.

CHAPTER 7 Maximizing the Probability of Profit.

Bibliography.

Index.

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