Essays On Trading Strategy

Graham L Giller (Autor)

Buch | Hardcover

216 Seiten

2023
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-12-7381-0 (ISBN)

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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.

Erscheinungsdatum	18.08.2023
Reihe/Serie	World Scientific Series in Finance ; 20
Verlagsort	Singapore
Sprache	englisch
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	981-12-7381-2 / 9811273812
ISBN-13	978-981-12-7381-0 / 9789811273810
Zustand	Neuware