Investment Strategies Under Risk Measures: Risk And Performance Measurement Of Optimal Dynamic Trading Strategies

Yu, Minjie; Yu, Minjie

ISBN 10: 3639187245 / ISBN 13: 9783639187243

Published by Vdm Verlag Dr. Müller, 2009

About this Item

140 pages. 8.66x5.91x0.32 inches. In Stock.

Seller Inventory # __3639187245

Bibliographic Details

• Title: Investment Strategies Under Risk Measures: Risk And Performance Measurement Of Optimal Dynamic Trading Strategies
• Publisher: Vdm Verlag Dr. Müller
• Publication Date: 2009
• Language: English
• ISBN 10: 3639187245
• ISBN 13: 9783639187243
• Binding: Paperback
• Condition: Brand New
• Weight: 0.2 kilograms

About this title

Synopsis

In recent years many optimal dynamic trading strategies have been developed for attaining various goals over an investment horizon and in mean time various risk measures have been proposed in the literature. However, the risks associated with these strategies are poorly understood and the issues of comparing performance of these strategies under various risk measures have not received much attention. This book has been written in an attempt to fill this gap and shed some light on various issues related to it.

About the Author

Minjie YU has a Ph.D. in Financial Mathematics. His interests of research include option pricing, portfolio management and risk analysis. Currently he is a senior Quantitative Finance Researcher at HSBC Asia Pacific, who can be reached at minjie.yu@hotmail.com.