Ralph Vince - Portfolio Mathematics

JWDD035-Ind JWDD035-Vince February 22, 2007 17:38 Char Count= 0

422 INDEX

Skewness, 49–50

index of, 96

Pearson’s coefficients of, 50

Snedecor’s Distribution, 94

Stable Paretian distribution, 95–98

Standard deviation, 49, 58

possible outcomes and, 11–15

Standard normal deviate, 56

Standard Uniform Distribution.See

Uniform Distribution

Stationary distribution, 26, 52

Student’s Distribution, 41, 91–94

Survival hypothesis (Wentworth), 222

t Distribution.SeeStudent’s

Distribution

Threshold to geometric, 177–180

Trading, fundamental equation of,

202–203

Trading systems, comparing, 192–193

Trials processes, independent versus

dependent, 5–6, 25

Turning points test, 38

“Turtles,” the, 372

Two-tailed, 63–64

Uniform Distribution, 53–54, 69,

70–71

Unimodal distribution, 54

Utility preference curve, finding,

222–226

Utility preference functions,

characteristics of, 218–221

Utility theory, 217–218, 222

alternate arguments to, 221–222

Utility-of-wealth function, 221

Variance, 48–49, 58

infinite, 92

Wentworth, R. C., 221–222

Z scores, 27–32

Ziemba, William T., 115–116, 150