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Dynamic Portfolio Strategies: quantitative methods and empirical rules for incomplete information
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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
Opplag
Softcover reprint of the original 1st ed. 2002
ISBN
9781461353058
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
21.10.2012
Antall sider
201