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The Sharpe Ratio - Statistics and Applications Loot Price: R1,401
Discovery Miles 14 010
The Sharpe Ratio - Statistics and Applications: Steven E. Pav

The Sharpe Ratio - Statistics and Applications

Steven E. Pav

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Loot Price R1,401 Discovery Miles 14 010 | Repayment Terms: R131 pm x 12*

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1. Material on single asset problems, market timing, unconditional and conditional portfolio problems, hedged portfolios. 2. Inference via both Frequentist and Bayesian paradigms. 3. A comprehensive treatment of overoptimism and overfitting of trading strategies. 4. Advice on backtesting strategies. 5. Dozens of examples and hundreds of exercises for self study.

General

Imprint: Taylor & Francis
Country of origin: United Kingdom
Release date: September 2023
First published: 2022
Authors: Steven E. Pav
Dimensions: 234 x 156mm (L x W)
Pages: 470
ISBN-13: 978-1-03-201931-4
Categories: Books
LSN: 1-03-201931-X
Barcode: 9781032019314

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