Scalar and Vector Risk in the General Framework of Portfolio Theory A Convex Analysis Approach /

This book is the culmination of the authors’ industry-academic collaboration in the past several years. The investigation is largely motivated by bank balance sheet management problems. The main difference between a bank balance sheet management problem and a typical portfolio optimization problem i...

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Bibliographic Details

Main Authors:	Maier-Paape, Stanislaus (Author), Júdice, Pedro (Author), Platen, Andreas (Author), Zhu, Qiji Jim (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2023.
Edition:	1st ed. 2023.
Series:	CMS/CAIMS Books in Mathematics, 9
Subjects:	Social sciences > Mathematics. Mathematics. Mathematics in Business, Economics and Finance.
Online Access:	https://doi.org/10.1007/978-3-031-33321-7
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