Essays On Trading Strategy (Record no. 9987)

MARC details
000 -LEADER
fixed length control field 01267nam a2200205 i 4500
001 - CONTROL NUMBER
control field 9789811273810
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250414083508.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240416t2024 xxu e 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9789811273810
037 ## - SOURCE OF ACQUISITION
Source of stock number/acquisition World Scientific Publishing
Terms of availability USD 78.00
037 ## - SOURCE OF ACQUISITION
Form of issue BB
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS036090
Source bisacsh
100 1# - MAIN ENTRY--PERSONAL NAME
Relationship A01
Personal name Giller, Graham L
245 10 - TITLE STATEMENT
Title Essays On Trading Strategy
260 2# - PUBLICATION, DISTRIBUTION, ETC.
Name of publisher, distributor, etc. World Scientific
Date of publication, distribution, etc. 2023
520 ## - SUMMARY, ETC.
Expansion of summary note 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.
521 ## - TARGET AUDIENCE NOTE
Target audience note Professional and scholarly
540 ## - TERMS GOVERNING USE AND REPRODUCTION NOTE
Terms governing use and reproduction For sale with non-exclusive rights
Jurisdiction WORLD
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total checkouts Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Centerville Centerville 15/04/2025   1000000155 15/04/2025 15/04/2025 Books
    Dewey Decimal Classification     Centerville Centerville 15/04/2025   1000000156 15/04/2025 15/04/2025 Books
    Dewey Decimal Classification     Centerville Centerville 15/04/2025   1000000157 15/04/2025 15/04/2025 Books