By Jean-Luc Prigent
Divided into 4 sections that replicate the book's goals, this source first describes the basic result of determination concept, together with application maximization and chance degree minimization. masking either energetic and passive portfolio administration, the second one half discusses normal portfolio optimization and function measures. The booklet consequently introduces dynamic portfolio optimization in line with stochastic regulate and martingale thought. It additionally outlines portfolio optimization with marketplace frictions, equivalent to incompleteness, transaction bills, exertions source of revenue, and random time horizon. the ultimate part applies theoretical effects to functional portfolio optimization, together with based portfolio administration. It info portfolio coverage tools in addition to functionality measures for substitute investments, akin to hedge cash.
Taking into consideration the various beneficial properties of portfolio administration idea, this ebook promotes a radical figuring out for college students and pros within the field.
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