Portfolio optimization with different information flow /

Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory. The authors apply the theory of the enlargement of filtrations and solve the optimization problem. Two main types of en...

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Bibliographic Details

Main Authors:	Hillairet, Caroline (Author), Jiao, Ying (Author)
Corporate Author:	ScienceDirect (Online service)
Format:	eBook
Language:	English
Published:	London [England] ; Oxford [England] : ISTE Press Ltd : Elsevier Ltd, 2017.
Series:	Optimization in insurance and finance set.
Subjects:	Portfolio management. Investment analysis. Stocks. Investments. Investments Gestion de portefeuille. Analyse financière. Actions (Titres de société) Investissements. BUSINESS & ECONOMICS > Finance. Stocks Investment analysis Portfolio management Electronic books.
Online Access:	Connect to the full text of this electronic book