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Essays On Trading Strategy
Graham L. Giller
Rs.1,516
Rs. 1,895
20% OFF
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Description
This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both "Normal" and leptokurtotic distributions.
Additional Info
| Author | Graham L. Giller |
| Publisher | World Scientific |
| Language | English |
| Binding Type | Paper Back |
| Main Category | Commerce & Business |
| Sub Category | Management |
| ISBN13 | 9798886130768 |
| SKU | BK 0202410 |
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