Investment Strategies under Risk Measures: Risk and Performance Measurement of Optimal Dynamic Trading Strategies - Couverture souple

YU, Minjie

 
9783639187243: Investment Strategies under Risk Measures: Risk and Performance Measurement of Optimal Dynamic Trading Strategies
Couverture souple
ISBN 10 : 3639187245 ISBN 13 : 9783639187243
Editeur : VDM Verlag, 2009

Synopsis

In recent years many optimal dynamic trading strategies have been developed for attaining various goals over an investment horizon and in mean time various risk measures have been proposed in the literature. However, the risks associated with these strategies are poorly understood and the issues of comparing performance of these strategies under various risk measures have not received much attention. This book has been written in an attempt to fill this gap and shed some light on various issues related to it.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Minjie YU has a Ph.D. in Financial Mathematics. His interests of research include option pricing, portfolio management and risk analysis. Currently he is a senior Quantitative Finance Researcher at HSBC Asia Pacific, who can be reached at minjie.yu@hotmail.com.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
VDM Verlag
Date d'édition
2009
Langue
anglais
ISBN 10 
3639187245
ISBN 13 
9783639187243
Reliure
Broché
Nombre de pages
140
Coordonnées du fabricant
non disponible
Personne responsable
non disponible