Portfolio Management Formulas Mathematical Trading Methods For The Futures Options And Stock Markets Author Ralph Vince Nov 1990 May 2026

Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets by Ralph Vince (Nov 1990)

You should stay far away if:

) to identify portfolios offering the best performance for the undertaken risk level.

Geometric mean

as the true measure of portfolio growth (vs arithmetic mean).