Ralph Vince: 2 books
The Leverage Space Trading Model
Reconciling Portfolio Management Strategies and Economic Theory
Language: English
Release Date: May 13, 2009
Praise for The Leverage Space Trading Model
"As Warren Buffett said, 'It's only when the tide goes out that you learn who's been swimming naked.' We now know that most have been. It's too bad that Ralph Vince did not finish his book in 2005 or 2006, it would have helped save institutional...
The Handbook of Portfolio Mathematics
Formulas for Optimal Allocation & Leverage
Language: English
Release Date: May 14, 2008
The Handbook of Portfolio Mathematics
"For the serious investor, trader, or money manager, this book takes a rewarding look into modern portfolio theory. Vince introduces a leverage-space portfolio model, tweaks it for the drawdown probability, and delivers a superior model. He even provides...