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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.

Undertitel
Quantitative Methods and Empirical Rules for Incomplete Information
Upplaga
Softcover reprint of the original 1st ed. 2002
ISBN
9781461353058
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-10-21
Sidor
201