发帖
雷达卡
213215.pdf
(1.07 MB, 需要: 38 个论坛币)
Dynamic risk Management with markov decision process
By A.P. Mundt
Oct. 2007.
Contents
introduction
1.static and conditional risk measures
2.Portfolio optimization with contrains in binomial model
3.Dynamic risk measure
4.A risk measure by Pflug ang Ruszczynski
5.A Bayas control approach
A absolutely continuous probability measures
the Beta constribution
Bibliagraphy
京公网安备 11010802022788号
