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- catalog contributor b10704881.
- catalog created "c1997.".
- catalog date "1997".
- catalog date "c1997.".
- catalog dateCopyrighted "c1997.".
- catalog description "Includes bibliographical references (p. 331-336) and index.".
- catalog description "Introduction and discrete-time models ; Continuous-time market model ; Continuous-time portfolio problem ; Constrained continuous-time problems ; Portfolio optimisation in the presence of transaction costs ; Non-utility based portfolio selection models.".
- catalog extent "xi, 338 p. :".
- catalog identifier "9810232152".
- catalog issued "1997".
- catalog issued "c1997.".
- catalog language "eng".
- catalog publisher "Singapore ; River Edge, NJ : World Scientific,".
- catalog subject "332.6/01/5118 21".
- catalog subject "HG4529.5 .K674 1997".
- catalog subject "Options (Finance) Mathematical models.".
- catalog subject "Portfolio management Mathematical models.".
- catalog subject "Risk management Mathematical models.".
- catalog subject "Stochastic processes.".
- catalog tableOfContents "Introduction and discrete-time models ; Continuous-time market model ; Continuous-time portfolio problem ; Constrained continuous-time problems ; Portfolio optimisation in the presence of transaction costs ; Non-utility based portfolio selection models.".
- catalog title "Optimal portfolios : stochastic models for optimal investment and risk management in continuous time / Ralf Korn.".
- catalog type "text".