Scalar And Vector Risk In The General Framework Of Portfolio Theory

A Convex Analysis Approach

by Qiji Jim Zhu, Andreas Platen, Pedro Judice e Stanislaus Maier-Paape
language: english
Publisher: Springer International Publishing AG, September of 2024 ‧
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The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks.

Scalar And Vector Risk In The General Framework Of Portfolio Theory

A Convex Analysis Approach

by Qiji Jim Zhu, Andreas Platen, Pedro Judice e Stanislaus Maier-Paape

Property Description
ISBN: 9783031333231
Publisher: Springer International Publishing AG
Release Date: September of 2024
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 228
Format: Book
Collection: Cms/Caims Books In Mathematics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9783031333231

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