Ralph Vince is perhaps best known for his Optimal f notion for capital management and its implications, which reach far beyond capital management and cover the notion of what many have called "expectation", and illuminates this concept, ubiquitous in so many disciplines, beyond what has been known of it. The full formulation for Optimal f, as well as the complete notion of expectation are covered in detail in this paper published in The Far East Journal of Theoretical Statistics.
Beginning with the ground-breaking book Portfolio Management Formulas, written in the 1980s and published in 1990 by John Wiley and Sons, Ralph Vince’s books have been a staple in the study of risk mathematics and portfolio allocations. His latest book, Risk-Opportunity Analysis, ties four decades of his ideas on these topics into a complete discipline.
A collection of academic papers authored or co-authored by Ralph Vince, as well as a selection of papers citing or on the subject matter involved in his writings.