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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.
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| A ser lançado | 24 de novembro de 2026 |
| ISBN13 | 9781032951980 |
| Editoras | Taylor & Francis Ltd |
| Páginas | 396 |
| Dimensões | 150 × 220 × 20 mm · 453 g |
