The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory

Preface. Introduction. PART I The Single Component Case: Optimal f . CHAPTER 1 The General History of Geometric Mean Maximization. CHAPTER 2 The Ineluctable Coordinates. CHAPTER 3 The Nature of the Curve. PART II The Multiple Component Case: The Leverage Space Portfolio Model. CHAPTER 4 Multiple, Simultaneous f -"Leverage Space". CHAPTER 5 Risk Metrics in Leverage Space and Drawdown. PART III The Leverage Space Praxis. CHAPTER 6 A Framework to Satisfy Both Economic Theory and Portfolio Managers. CHAPTER 7 Maximizing the Probability of Profit. Bibliography. Index.