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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Hillairet, Caroline (Auteur), Jiao, Ying (Auteur)
Format: Électronique eBook
Langue:Inglés
Publié: London [England] ; Oxford [England] : ISTE Press Ltd : Elsevier Ltd, 2017.
Collection:Optimization in insurance and finance set.
Sujets:
Portfolio management.
Investment analysis.
Stocks.
Investments.
Investments
Gestion de portefeuille.
Analyse financi�ere.
Actions (Titres de soci�et�e)
Investissements.
BUSINESS & ECONOMICS > Finance.
Stocks
Investment analysis
Portfolio management
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