Risk-sensitive investment management

Author(s)

• Davis, M. H. A.
• Lleo, Sébastien

Bibliographic Information

Risk-sensitive investment management

Mark H.A. Davis, Sébastien Lleo

（Advanced series on statistical science & applied probability, v. 19）

World Scientific, [2014], c2015

• : pbk

Note

Includes bibliographical references (p. 385-392) and index

Details

• NCID: BB16401238
• ISBN:
  • 9789814578035
  • 9789814578042
• LCCN: 2014026649
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New Jersey
• Pages/Volumes: xvi, 397 p.
• Size: 23 cm
• Classification:
  • LCC : HG4529.5
  • DC23 : 332.601/51
• Subject Headings:
  • LCSH : Portfolio management -- Mathematical models
  • LCSH : Investments -- Mathematical models
  • LCSH : Risk -- Mathematical models
• Parent Bibliography ID:
  • BA33310299