LIBROS DEL AUTOR: bo lijun

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  • NEW MODELS AND METHODS IN DYNAMIC PORTFOLIO OPTIMIZATION
    BO LIJUN / Lijun Bo / Xiang Yu / XIANG YU LIJUN BO
    This book presents some new models and methods in the context of dynamical portfolio optimization. It encapsulates the authors’ recent progress in their research on several interesting, featured issues of dynamic portfolio optimization problems with default contagion, tracking benchmark, consumption habit, and reinforcement learning.These models include the default contagion mo...
    Disponible

    140,80 €