Risk-sensitive investment management /
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 bench...
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| Main Authors: | , |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hackensack, NJ :
World Scientific,
[2015]
|
| Series: | Advanced series on statistical science & applied probability ;
v. 19. |
| Subjects: | |
| Online Access: | CONNECT |
