Risk-sensitive investment management
By: Mark H.A. Davis, Imperial College London, UK, Sébastien Lleo, NEOMA Business School, France
Contributors: Lleo, Sébastien
Series: Advanced series on statistical science & applied probability -- vol. 19
Publisher: World Scientific; World Scientific Publishing Co Pte Ltd
Published: 2015
Place of publication: New Jersey
Language: eng
Number of pages: 397
ISBN-13: 9789814578035; 9789814578042
Subjects: Portfolio management; Mathematical models; Investments; Risk
Notes: Includes bibliographical references (pages 385-392) and index.