Investment Strategies under Risk Measures: Risk and Performance Measurement of Optimal Dynamic Trading Strategies - Softcover

YU, Minjie

 
9783639187243: Investment Strategies under Risk Measures: Risk and Performance Measurement of Optimal Dynamic Trading Strategies
Softcover
ISBN 10: 3639187245 ISBN 13: 9783639187243
Verlag: VDM Verlag, 2009

Inhaltsangabe

In recent years many optimal dynamic trading strategies have been developed for attaining various goals over an investment horizon and in mean time various risk measures have been proposed in the literature. However, the risks associated with these strategies are poorly understood and the issues of comparing performance of these strategies under various risk measures have not received much attention. This book has been written in an attempt to fill this gap and shed some light on various issues related to it.

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Über die Autorin bzw. den Autor

Minjie YU has a Ph.D. in Financial Mathematics. His interests of research include option pricing, portfolio management and risk analysis. Currently he is a senior Quantitative Finance Researcher at HSBC Asia Pacific, who can be reached at minjie.yu@hotmail.com.

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Verlag
VDM Verlag
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3639187245
ISBN 13 
9783639187243
Einband
Taschenbuch
Anzahl der Seiten
140
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Zeitfracht Medien GmbH
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