Qiji Jim Zhu – författare
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5 produkter
Scalar and Vector Risk in the General Framework of Portfolio Theory
A Convex Analysis Approach
Av Stanislaus Maier-Paape, Pedro Júdice m. fl.
Inbunden, 2023
1425 kr
Lägg i varukorg
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 …
Scalar and Vector Risk in the General Framework of Portfolio Theory
A Convex Analysis Approach
Av Qiji Jim Zhu, Andreas Platen m. fl.
E-bok, 2023
1754 kr
Lägg i varukorg
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 …
Scalar and Vector Risk in the General Framework of Portfolio Theory
A Convex Analysis Approach
Av Stanislaus Maier-Paape, Pedro Júdice m. fl.
Häftad, 2024
1425 kr
Lägg i varukorg
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 …
Convex Duality and Financial Mathematics
Häftad, 2018
771 kr
Lägg i varukorg
This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities …
Convex Duality and Financial Mathematics
E-bok, 2018
957 kr
Lägg i varukorg
This book provides a concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities …