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Risk-Sensitive Investment Management (Advanced Series on Statistical Science and Applied Probability)
RiskSensitive Investment Management - Advanced Series on Statistical Science and Applied Probability
Author: Mark H A Davis, Sebastien Lleo
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 li...  more »
ISBN-13: 9789814578042
ISBN-10: 9814578045
Publication Date: 9/29/2014
Pages: 416
Edition: 1
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Publisher: World Scientific Publishing Company
Book Type: Paperback
Members Wishing: 0
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