Ralph Vince - Portfolio Mathematics

414 THE HANDBOOK OF PORTFOLIO MATHEMATICS Such analysis—determiningTas either the horizon over the next im- portant period (be i ...

JWDD035-POS JWDD035-Vince February 10, 2007 22:20 Char Count= 0 Postscript I n the long run, the probability of hitting a drawdo ...

JWDD035-POS JWDD035-Vince February 10, 2007 22:20 Char Count= 0 416 ...

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0 Index Active equity, upside limit on, 341–342 Anti-trending syst ...

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0 418 INDEX Distributions.See also(Continued) nonstationary, 26 op ...

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0 Index 419 mathematical optimization, 303–304 versus root finding ...

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0 420 INDEX Nonstationary distribution, 26 Normal Distribution, 8– ...

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0 Index 421 Portfolio trading, efficiency loss in, 185–188 Positiv ...

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0 422 INDEX Skewness, 49–50 index of, 96 Pearson’s coefficients of ...