Overview
Portfolio Theory and Arbitrage is a book by Ioannis Karatzas, Constantinos Kardaras and IOANNIS KARATZAS; CONSTANTINOS KARDARAS, first published in 2021. In this catalogue it is classified mainly under Portfolio Optimization and Mathematical Finance, with secondary coverage of Stochastic Calculus and Numerical Methods.
Audience and depth. The rule-based model places its mathematical difficulty at advanced level (8/10); readers are typically expected to know calculus, differential equations, linear algebra, numerical analysis, optimization, probability theory, statistics and stochastic processes.
Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).
How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 93% and difficulty confidence is 98%; the catalogue lists no ratings or awards.