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Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models.
Dynamic Portfolio Strategies: Quantitative Methods and Empirical Rules for Incomplete Information investigates optimal investment problems for stochastic financial market models.
Spanning a range of disciplines, including business, mathematics, finance and economics, this book offers a presentation of the topics and related parts of Stochastic Analysis and statistical finance that are covered in majority of university programmes.
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