Supplements

Supplement to

Section 1.2.4: Principal Component Analysis

Sections 2.2 and 2.3: Constructing Arbitrage

Section 4.1.1: T-distributed growth

Section 4.3: Return and Drift

Section 6.2: Maximal drift under constraints on maximal volatility and stock weight

Section 8.1: Portfolios with Maximal Sharpe Ratio