Name: New Models and Methods in Dynamic Portfolio Optimization (en Inglés)
SKU: 59290375
Price: 174.54 USD
Availability: InStock
Author: Bo, Lijun ; Yu, Xiang
ISBN: 9789811280566

portada New Models and Methods in Dynamic Portfolio Optimization (en Inglés)

New Models and Methods in Dynamic Portfolio Optimization (en Inglés)

Formato

Libro Físico

Autor

Xiang Yu

Lijun Bo

Editorial

World Scientific Publishing Company

Idioma

Inglés

N° páginas

308

Encuadernación

Tapa Dura

ISBN13

9789811280566

Categorías

Inversiones y títulos valores
Estocástica

New Models and Methods in Dynamic Portfolio Optimization (en Inglés)

Xiang Yu (Autor) · Lijun Bo (Autor) · World Scientific Publishing Company · Tapa Dura

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Reseña del libro "New Models and Methods in Dynamic Portfolio Optimization (en Inglés)"

This book presents some new models and methods in the context of dynamical portfolio optimization. It encapsulates the authors' recent progress in their research on several interesting, featured issues of dynamic portfolio optimization problems with default contagion, tracking benchmark, consumption habit, and model uncertainty.For the sake of the reader's convenience, preliminary knowledge on stochastic analysis and stochastic control are summarized in Chapters 2 and 3, which also serve as a brief basic introduction to the theory of SDEs, BSDEs, and the theory of optimal stochastic control.The book will be a good reference for graduate students and researchers working on stochastic control and mathematical finance. The reader may pursue some presented research problems and be inspired to formulate and study other new and interesting problems in dynamic portfolio optimization and beyond.