Portfolio Optimization with Different Information Flow
Author:   Caroline Hillairet (Assistant Professor, CMAP Ecole Polytechnique) ,  Ying Jiao (ISFA Université Lyon 1)
Publisher:   ISTE Press Ltd - Elsevier Inc
ISBN:  

9781785480843


Pages:   190
Publication Date:   01 February 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Portfolio Optimization with Different Information Flow


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Author:   Caroline Hillairet (Assistant Professor, CMAP Ecole Polytechnique) ,  Ying Jiao (ISFA Université Lyon 1)
Publisher:   ISTE Press Ltd - Elsevier Inc
Imprint:   ISTE Press Ltd - Elsevier Inc
Dimensions:   Width: 15.20cm , Height: 1.50cm , Length: 22.90cm
Weight:   0.430kg
ISBN:  

9781785480843


ISBN 10:   1785480847
Pages:   190
Publication Date:   01 February 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Caroline Hillairet is a Professor at ENSAE ParisTech, University Paris Saclay, CREST in France, where she is in charge of the actuarial science program. Her research interests include information asymmetry and enlargement of filtrations, portfolio optimization, credit risk, and the financial issues of longevity risk. Ying Jiao is a Professor at University of Lyon in France. Her research interests include mathematical finance, the general theory of processes and enlargement of filtrations, and Stein's method.

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