Annual Member
| Author | Korn, Ralf |
|---|---|
| Title | Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn |
| Imprint | Singapore ; River Edge, NJ : World Scientific, c1997 |
| Descript | xi, 338 p. : ill. ; 23 cm |
Introduction and discrete-time models -- The continuous-time market model -- The Continuous-time portfolio problem -- Constrained continuous-time problems -- Portfolio optimisation in the presence of transaction costs -- Non-utility based portfolio selection models
| LOCATION | CALL# | STATUS |
|---|---|---|
| Chula Business School Library | 332.601 K84O 1997 | CHECK SHELVES |
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