The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage by Ralph Vince

In The Handbook of Portfolio Mathematics, Vince outlines the essential elements found in his first three groundbreaking books.
Portfolio Management Formulas, The Mathematics of Money Management, and The New Money Management.The Mathematics of Money Management, and The New Money Management—and then presents you with new insights that will allow you to implement his ideas in real-world trading situations. For instance, this book discusses drawdown beyond any discussion of drawdown to date. Vince's new portfolio model, the Leverage Space Model, uses drawdown as its risk metric, as opposed to conventional methods which use variance in returns. The result is a portfolio model far superior to any of its predecessors—some of which have been in use throughout the industry for over half a century.