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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information

This book presents quantitative models and empirical approaches for designing investment strategies in incomplete financial markets. It bridges stochastic finance, dynamic optimization, and real-world data applications.

Availability
#
College of Political Sciences Example: 332.6 or according to your library system
531,11 D6311
Available - item_status_name
Detail Information
Series Title
(If applicable, otherwise leave blank)
Call Number
Example: 332.6 or according to your library system
Publisher
Boca Raton, FL : CRC Press / Taylor & Francis Group.,
Collation
xxi, 224 pages; illustrations; 24 cm
Language
English
ISBN/ISSN
0-7923-7648-x
Classification
Example: 332.6 or according to your libr
Content Type
-
Media Type
-
Carrier Type
volume
Edition
1st Edition
Subject(s)
Portfolio management Mathematical finance Quanti
Specific Detail Info
A technical resource on mathematical finance and portfolio management strategies under incomplete market information using stochastic modeling and empirical approaches.
Statement of Responsibility
Other version/related

No other version available

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