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Book Information
94 pages • paperback • 1 edition
ISBN/UID: 9781601986726
Format: Paperback
Language: English
Publisher: Now Publishers
Edition Pub Date: 01 Jan 2014
Description
Performance Bounds and Suboptimal Policies for Multi-Period Investment examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maxi...
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Content Warnings
94 pages • paperback
ISBN/UID: 9781601986726
Format: Paperback
Language: English
Publisher: Now Publishers
Edition Pub Date: 01 Jan 2014
Description
Performance Bounds and Suboptimal Policies for Multi-Period Investment examines dynamic trading of a portfolio of assets in discrete periods over a finite time horizon, with arbitrary time-varying distribution of asset returns. The goal is to maxi...
Community Reviews
Content Warnings