You might also like

More about Portfolio Optimization with Different Information Flow

• Book details
• Synopsis
• Trending among others

You get 206 loyalty points

Book synopsis

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory. The authors detail a default free market and explore a defaultable market where the risks assets are subjected to the default risk of a counterparty firm, analyzing ways their value may suffer a sudden loss at the counterparty default time. Provides an overview of the role and impact of different information flow in the classical problem of optimal investmentExplores both a default free market and a defaultable market

Book details

Book category Books in English Economics, finance, business & management Economics Econometrics

• Full title: Portfolio Optimization with Different Information Flow
• Author: Caroline Hillairet, Ying Jiao
• Language: English
• Binding: Hardback
• Number of pages: 190
• EAN: 9781785480843
• ISBN: 1785480847
• ID: 10000653
• Publisher: ISTE Press Ltd - Elsevier Inc
• Weight: 454 g
• Dimensions: 161 × 237 × 18 mm
• Date of publishing: 01. February 2017

Trending among others

---

---

---