Ralph Vince – The Mathematics of Money Management. Risk Analysis Techniques for Traders
The Empirical Techniques.
Characteristics of Fixed Fractional Trading and Salutary Techniques.
Parametric Optimal f on the Normal Distribution.
Parametric Techniques on Other Distributions.
Introduction to Multiple Simultaneous Positions Under the Parametric Approach.
Correlative Relationships and the Derivation of the Efficient Frontier.
The Geometry of Portfolios.
Bibliography and Suggested Reading.