Scalar and Vector Risk in the General Framework of Portfolio Theory: A Convex Analysis Approach

This book is the culmination of the authors' industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization prob...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Maier-Paape, Stanislaus, Júdice, Pedro, Platen, Andreas, Zhu, Qiji Jim
Format:	Buch
Sprache:	eng
Schlagworte:	Applications of Mathematics Financial risk management Mathematics Mathematics and Statistics Mathematics, general Portfolio management
Online-Zugang:	Volltext
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