Risk-sensitive investment management :: M. H. A. Davis :: ISBN 9789814578035 :: World Scientific 2015 :: OBNB, the Open British National Bibliography

Publication Data

Title Risk-sensitive investment management
Author M. H. A. Davis
Contributor Sébastien Lleo
Publisher World Scientific
Publication date 2015
Publication location New Jersey
Language English

Topics

Portfolio management :: Mathematical models
Investments :: Mathematical models
Risk :: Mathematical models

Catalogue Data

OBNB ID GBB457842
ISBN 10 9814578037
ISBN 13 9789814578035
Type BibliographicResource, Book
Dewey Classification 332.60151

ISBD

P1053 xvi, 397 pages
P1042 Includes bibliographical references (pages 385-392) and index.

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Risk-sensitive investment management by M. H. A. Davis. ISBN 9789814578035. Published by World Scientific in 2015. Publication and catalogue information, links to buy online and reader comments.