Scalar and Vector Risk in the General Framework of Portfolio Theory

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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 problem is that the former involves multiple risks. The related theoretical investigation leads to a signific...

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109.99 £

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 problem is that the former involves multiple risks. The related theoretical investigation leads to a signific...

Read more
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  • Formats: pdf
  • ISBN: 9783031333217
  • Publication Date: 1 Sept 2023
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM