Scalar and Vector Risk in the General Framework of Portfolio Theory : A Convex Analysis Approach
2023 ed.
Book Details
Format
Hardback or Cased Book
Book Series
CMS/CAIMS Books in Mathematics
ISBN-10
3031333209
ISBN-13
9783031333200
Edition
2023 ed.
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 2nd, 2023
Print length
228 Pages
Product Classification:
Investment & securitiesApplied mathematics
AI Summary
Ksh 15,400.00
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The main difference between a bank balance sheet management problem and a typical portfolio optimization problem is that the former involves multiple risks.
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