Portfolio optimization with risk-sensitive criterion (R)
Language: English Publication details: Mumbai IIT 2007Description: ii,103 p. 30 cmSubject(s): Theses and Dissertations | Portfolio management | Fixed-income securities | Hamilton-Jacobi Bellman equations | Mathematical optimizationDissertation note: Thesis Ph.D. Indian Institute of Technology Bombay. Department of Mathematics 2007Item type | Current library | Call number | Status | Notes | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Theses and Dissertations | Central Library, IITB Pamphlet Section (Theses, Standards, Reports) | 043:519.3:332.63 Goe | Not for loan | D09A06 | 212577 |
Total holds: 0
Thesis
Ph.D.
Indian Institute of Technology Bombay. Department of Mathematics 2007
There are no comments on this title.