All ebooks by Pedro Júdice in PDF and EPUB

Scalar and Vector Risk in the General Framework of Portfolio Theory

Pedro Júdice , Stanislaus Maier-Paape , Andreas Platen , Qiji Jim Zhu

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...