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Books > Business & Economics > Finance & accounting

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The Sharpe Ratio - Statistics and Applications (Hardcover) Loot Price: R3,519

Discovery Miles 35 190

Repayment Terms: R330 pm x 12*

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The Sharpe Ratio - Statistics and Applications (Hardcover): Steven E. Pav

The Sharpe Ratio - Statistics and Applications (Hardcover)

Steven E. Pav

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Loot Price R3,519 Discovery Miles 35 190 | Repayment Terms: R330 pm x 12*

Expected to ship within 12 - 17 working days

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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 2021
First published:	2022
Authors:	Steven E. Pav
Dimensions:	234 x 156 x 34mm (L x W x T)
Format:	Hardcover
Pages:	470
ISBN-13:	978-1-03-201930-7
Categories:	Books > Business & Economics > Finance & accounting > General Books > Business & Economics > Business & management > Business strategy Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	1-03-201930-1
Barcode:	9781032019307