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In a message dated 7/7/00 8:08:49 PM Pacific Daylight Time,
gcwallace@xxxxxxxx writes:
<< To add to Guy's comments, Ralph Vince's first book, "Portfolio Management
Formulas," has a comprehensive chapter on risk of ruin. >>
Fred Gehm in his book Quantitative Trading & Money Management (a guide to
risk analysis and trading survival) has a Risk of Ruin formula on page 67.
This book is highly recommended for those who want to get serious about money
management.
Chuck LeBeau
traderclub.com
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