Principles of portfolio choice: an information-theoretic, likelihood-based perspective
Auteur :
Vecer, Jan
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032951980
Date de publication :
26 nov. 2026
Dimensions :
25,4 x 17,8 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The book translates Kelly growth, utility maximization, mean–variance analysis, martingale pricing, option payoffs, Bayesian averaging, and model selection into a likelihood-based language. It shows that many classical methods can be understood as approximations, transformations, or constrained versions of a single payoff-measure dictionary.