Wow! eBook
New Models And Methods In Dynamic Portfolio Optimization
Author(s): Lijun Bo (Author), Xiang Yu (Author)
- Publisher: WSPC
- Publication Date: June 5, 2025
- Language: English
- Print length: 344 pages
- ISBN-10: 9811280568
- ISBN-13: 9789811280566
Book Description
Editorial Reviews
About the Author
Xiang Yu obtained his PhD from the University of Texas at Austin. He is currently an Associate Professor in the Department of Applied Mathematics at the Hong Kong Polytechnic University. His research interests lie primarily in mathematical finance, applied probability and stochastic analysis, stochastic control and optimization. He has publications in Math. Finance, Finance & Stoch., Ann. Appl. Probab., Math. Opers. Res, SIAM J. Contr. Optim., and Stoch. Process. Appl.
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