Optimal Portfolios is popular PDF and ePub book, written by Ralf Korn in 1997, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Optimal Portfolios can be Read Online from any device for your convenience.
Optimal Portfolios Book PDF Summary
The focus of the book is the construction of optimal investment strategies in a security market model where the prices follow diffusion processes. It begins by presenting the complete Black-Scholes type model and then moves on to incomplete models and models including constraints and transaction costs. The models and methods presented will include the stochastic control method of Merton, the martingale method of Cox-Huang and Karatzas et al., the log optimal method of Cover and Jamshidian, the value-preserving model of Hellwig etc.
Detail Book of Optimal Portfolios PDF
- Author : Ralf Korn
- Release : 21 September 1997
- Publisher : World Scientific
- ISBN : 9789812385345
- Genre : Business & Economics
- Total Page : 352 pages
- Language : English
- PDF File Size : 12,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Optimal Portfolios by Ralf Korn, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.