
Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models.
- Undertittel
- Quantitative Methods and Empirical Rules for Incomplete Information
- Forfatter
- Nikolai Dokuchaev
- Opplag
- Softcover reprint of the original 1st ed. 2002
- ISBN
- 9781461353058
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 21.10.2012
- Antall sider
- 201
