Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective
(Bog, Hardback, Engelsk)
Forlag:
Taylor & Francis Ltd
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9781032951980
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Forventes på lager: 26-11-2026
Beskrivelse
The book translates Kelly growth, utility maximization, mean–variance analysis, martingale pricing, option payoffs, Bayesian averaging, and model selection into a likelihood-based language. It shows that many classical methods can be understood as approximations, transformations, or constrained versions of a single payoff-measure dictionary.
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Alle detaljer
| Forlag | Taylor & Francis Ltd |
| Forfatter | Jan Vecer |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgivelsesdato | 26-11-2026 |
| Første udgivelsesår | 2026 |
| Serie | Chapman and Hall/CRC Financial Mathematics Series |
| Illustrationer | 6 Tables, black and white; 23 Line drawings, color; 5 Line drawings, black and white; 23 Illustrations, color; 5 Illustrations, black and white |
| Originalsprog | United Kingdom |
| Sideantal | 392 |
| Indbinding | Hardback |
| Forlag | Taylor & Francis Ltd |
| Sideoplysninger | 392 pages, 6 Tables, black and white; 23 Line drawings, color; 5 Line drawings, black and white; 23 |
| Mål | 254 x 178 |
| ISBN-13 / EAN-13 | 9781032951980 |