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

Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models. It is addressed to academics and students who are interested in the mathematics of finance, stochastic processes, and opt...

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Bibliographic Details

Main Author:	Dokuchaev, Nikolai
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 2002.
Series:	International series in operations research & management science ; 47.
Subjects:	Economics. Mathematical optimization. Electronic books.
Online Access:	Connect to the full text of this electronic book