, The
Handbook of
Portfolio
Mathematics
i
,Founded in 1807, John Wiley & Sons is the oldest independent publish-
ing company in the United States. With offices in North America, Europe,
Australia, and Asia, Wiley is globally committed to developing and marketing
print and electronic products and services for our customers’ professional
and personal knowledge and understanding.
The Wiley Trading series features books by traders who have survived
the market’s ever-changing temperament and have prospered—some by
reinventing systems, others by getting back to basics. Whether a novice
trader, professional or somewhere in between, these books will provide the
advice and strategies needed to prosper today and well into the future.
For a list of available titles, visit our Web site at www.WileyFinance.com.
ii
, The
Handbook of
Portfolio
Mathematics
Formulas for Optimal
Allocation & Leverage
RALPH VINCE
iii
Handbook of
Portfolio
Mathematics
i
,Founded in 1807, John Wiley & Sons is the oldest independent publish-
ing company in the United States. With offices in North America, Europe,
Australia, and Asia, Wiley is globally committed to developing and marketing
print and electronic products and services for our customers’ professional
and personal knowledge and understanding.
The Wiley Trading series features books by traders who have survived
the market’s ever-changing temperament and have prospered—some by
reinventing systems, others by getting back to basics. Whether a novice
trader, professional or somewhere in between, these books will provide the
advice and strategies needed to prosper today and well into the future.
For a list of available titles, visit our Web site at www.WileyFinance.com.
ii
, The
Handbook of
Portfolio
Mathematics
Formulas for Optimal
Allocation & Leverage
RALPH VINCE
iii
