The Mathematics of Money Management: Risk Analysis Techniques for Traders (Hardcover)

The Empirical Techniques.

Characteristics of Fixed Fractional Trading and Salutary Techniques.

Parametric Optimal f on the Normal Distribution.

Parametric Techniques on Other Distributions.

Introduction to Multiple Simultaneous Positions Under the Parametric Approach.

Correlative Relationships and the Derivation of the Efficient Frontier.

The Geometry of Portfolios.

Risk Management.

Appendices.

Bibliography and Suggested Reading.

Index.