Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective - Chapman and Hall / CRC Financial Mathematics Series - Jan Vecer - Books - Taylor & Francis Ltd - 9781032951980 - November 27, 2026
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Jan Vecer
Principles of Portfolio Choice: An Information-Theoretic, Likelihood-Based Perspective - Chapman and Hall / CRC Financial Mathematics Series

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Expected delivery Dec 7 - 10, 2026
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The book translates Kelly growth, utility maximization, mean–variance analysis, martingale pricing, option payoffs, Bayesian averaging, and model selection into a likelihood-based language. It shows that many classical methods can be understood as approximations, transformations, or constrained versions of a single payoff-measure dictionary.

Media Books     Hardcover Book   (Book with hard spine and cover)
To be released November 27, 2026
ISBN13 9781032951980
Publishers Taylor & Francis Ltd
Pages 392
Dimensions 150 × 220 × 20 mm   ·   453 g

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