Investment Strategies under Risk Measures - YU, Minjie
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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.

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Produktbeschreibung
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.
Autorenporträt
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.