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Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective - Chapman and Hall / CRC Financial Mathematics Series Jan Vecer
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Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective - Chapman and Hall / CRC Financial Mathematics Series
Jan Vecer
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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Pendiente de lanzamiento | 27 de noviembre de 2026 |
| ISBN13 | 9781032951980 |
| Editores | Taylor & Francis Ltd |
| Páginas | 392 |
| Dimensiones | 150 × 220 × 20 mm · 453 g |
