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Ralph Vince is a computer programmer who got his start in the trading business as a margin clerk and later worked as a consultant programmer to large futures traders and fund managers. He currently consults with businesses and trading operations around the world and speaks frequently in front of professional and academic groups globally. Vince has been critically acclaimed for his groundbreaking work in money management, particularly in the development of Optimal f. He is the author of numerous Wiley titles, including The Handbook of Portfolio Mathematics, Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.
Preface | p. ix |
Introduction | p. 1 |
The Single Component Case: Optimal f | p. 7 |
The General History of Geometric Mean Maximization | p. 9 |
The Ineluctable Coordinates | p. 21 |
The Nature of the Curve | p. 29 |
The Multiple Component Case: The Leverage Space Portfolio Model | p. 59 |
Multiple, Simultaneous f- "Leverage Space" | p. 61 |
Risk Metrics in Leverage Space and Drawdown | p. 89 |
The Leverage Space Praxis | p. 139 |
A Framework to Satisfy Both Economic Theory and Portfolio Managers | p. 141 |
Maximizing the Probability of Profit | p. 157 |
Bibliography | p. 183 |
Index | p. 187 |
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