Related Books
Language: en
Pages: 352
Pages: 352
Type: BOOK - Published: 1997 - Publisher: World Scientific
The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by
Language: en
Pages: 352
Pages: 352
Type: BOOK - Published: 1997-11-29 - Publisher: World Scientific
The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by
Language: en
Pages: 190
Pages: 190
Type: BOOK - Published: 2004-04-13 - Publisher: Springer Science & Business Media
The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can alloc
Language: en
Pages: 756
Pages: 756
Type: BOOK - Published: 2006 - Publisher: World Scientific
A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,
Language: en
Pages: 158
Pages: 158
Type: BOOK - Published: 2023-02-18 - Publisher: Springer Nature
Designed as a self-contained text, this book covers a wide spectrum of topics on portfolio theory. It covers both the classical-mean-variance portfolio theory a