Risk-sensitive investment management
Mark H.A. Davis, Sébastien Lleo
| Year of publication: |
[2015]
|
|---|---|
| Authors: | Davis, Mark H. A. ; Lleo, Sébastien |
| Publisher: |
New Jersey : World Scientific |
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Operationelles Risiko | Operational risk | Risikoaversion | Risk aversion | Statistische Methode | Statistical method | Finanzmathematik | Mathematical finance | Risikokapital | Kapitalmarkt | Investitionsrisiko |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xvi, 397 Seiten Diagramme |
|---|---|
| Series: | Advanced series on statistical science & applied probability. - Hackensack, NJ [u.a.] : World Scientific, ISSN 1793-091X, ZDB-ID 1432449-0. - Vol. vol. 19 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 385-392 |
| ISBN: | 978-981-4578-04-2 ; 978-981-4578-03-5 |
| Classification: | Investition, Finanzierung ; Methoden und Techniken der Betriebswirtschaft ; Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013421582