Information and optimisation in investment and risk measurement
The thesis explores applications of optimisation in investment management and risk measurement. In investment management the information issues are largely concerned with generating optimal forecasts. It is difficult to get inputs that have the properties they are supposed to have. Thus optimisation...
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University of Warwick
2004
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.416145 |