- Joined
- 8/8/10
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Hello together,
Based on my Ph.D. research I have written a book for retail investors that want to engage quantitative portfolio management. It is also intended for students as a familiarization with real market [data].
The book contains my original results (first of all on multivariate Kelly Criterion) and their practical application.
It is available on Amazon
http://www.amazon.co.uk/dp/3000465200
and CreateSpace
https://www.createspace.com/4983811
Additionally, one can download the first two chapters and the R-scripts on my website
http://www.yetanotherquant.com
I kindly request QuantNet Gurus to review my book (of course I will provide free printed copies).
Other QN members (non gurus
) can get a 50%-discount on CreateSpace (just mail me).
Based on my Ph.D. research I have written a book for retail investors that want to engage quantitative portfolio management. It is also intended for students as a familiarization with real market [data].
The book contains my original results (first of all on multivariate Kelly Criterion) and their practical application.
It is available on Amazon
http://www.amazon.co.uk/dp/3000465200
and CreateSpace
https://www.createspace.com/4983811
Additionally, one can download the first two chapters and the R-scripts on my website
http://www.yetanotherquant.com
I kindly request QuantNet Gurus to review my book (of course I will provide free printed copies).
Other QN members (non gurus
) can get a 50%-discount on CreateSpace (just mail me).
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