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Risk-sensitive Investment Management

Innbundet • 2014 • 1. utgave

Risk-sensitive Investment Management

Av Mark Davis, Sebastien Lleo

0 vurderinger • 0.0 av 5

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Om boken

Over the last two decades, risk-sensitive control has evolved into an innovative and successful framework for solving dynamically a wide range of practical investment management problems.This book shows how to use risk-sensitive investment management to manage portfolios against an investment benchmark, with constraints, and with assets and liabilities. It also addresses model implementation issues in parameter estimation and numerical methods. Most importantly, it shows how to integrate jump-di...Vis mer

Om boken

ISBN

9789814578035

Forlag

World Scientific Publishing Co Pte Ltd

Publiseringsår

2014

Språk

Utgave

1

Originaltittel

Risk-sensitive Investment Management

Format

Innbundet

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Risk-sensitive Investment Management

Risk-sensitive Investment Management

Pocket · 2014

Omtaler · 0

0 vurderinger • 0.0 av 5

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