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Biographie et livres de Caroline Hillairet

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Caroline Hillairet is a Professor at ENSAE ParisTech, University Paris Saclay, CREST in France, where she is in charge of the actuarial science program. Her research interests include information asymmetry and enlargement of filtrations, portfolio optimization, credit risk, and the financial issues of longevity risk.
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Téléchargez le livre :  Portfolio Optimization with Different Information Flow
Portfolio Optimization with Different Information Flow

Caroline Hillairet , Ying Jiao


Iste Press - Elsevier

2017-02-10

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Portfolio Optimization with Different Information Flow recalls the stochastic tools and results concerning the stochastic optimization theory and the enlargement filtration theory.The authors apply the theory of the enlargement of filtrations and...

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