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  • New Models and Methods in Dynamic Portfolio Optimization

    by Lijun Bo, Xiang Yu ...
    Series Book 7 - Series in Quantitative Finance
    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 model with infinite ... Read more

    $103.39 CAD