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Davis, M. H. A.

Risk-sensitive investment management / Mark H.A. Davis, Sebastien Lleo. - Singapore : World Scientific, 2015. - xvi, 397 p. ; 24 cm. - Advanced series on statistical science & applied probability ; .

Includes bibliographical references (pages 385-392) and index.

ISBN: 9789814578035 (hardcover : alk. paper) 9789814578042 (pbk. : alk. paper)

Subjects--Topical Terms:
Portfolio management--Mathematical models.
Investments--Mathematical models.
Risk--Mathematical models.

Dewey Class. No.: 332.60151 / D263