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Jump-Diffusion Risk-Sensitive Asset Management II: Jump-Diffusion Factor Model
Asset management risk-sensitive stochastic control jump diffusion processes Poisson point processes L´ evy processes HJB PIDE policy improvement parabolic PDE classical solutions viscosity solutions.
2011/3/23
In this article we extend earlier work on the jump-diffusion risk-sensitive asset management problem [SIAM J. Fin. Math. (2011) 22-54] by allowing jumps in both the factor process and the asset prices...
The Association of Investment Management Sales Executives (AIMSE)
Investment Management 投资管理
2007/12/24
The Association of Investment Management Sales Executives (AIMSE) is the only professional organization dedicated to serving the needs of investment management sales and marketing professionals.
The Fiduciary and Investment Risk Management Association, Inc.(FIRMA)
risk management 风险管理
2007/12/25
The Fiduciary and Investment Risk Management Association, Inc. (FIRMA) is the leading provider of current and relevant fiduciary and investment risk management education and networking opportunities t...
The European Funds and Asset Management Association (EFAMA)
is the representative association for the European investment management industry.
Founded in 1990, Alternative Investment Management Association in Canadais an international not-for-profit trade association whose objectives are: to increase investor education, transparency and prom...
Investment Management Consultants Association is to ensure quality service to the public by developing and encouraging high standards in the investment consulting profession. As an organization, their...
J O Hambro Investment Management (JOHIM) is a specialist investment house focused on the discretionary management of portfolios for private individuals and related family interests. JOHIM also manages...
New York Life Investment Management LLC (NYLIM) is an asset management enterprise serving a variety of sectors – namely retail, institutional, bundled defined contribution and defined benefit, guarant...
Alliance Investment Management believes that their growth and stability is only as strong as the long-term relationships that we form with our clients and strategic partners. These relationships are n...
Venture Investment Management Company’s investing model is founded on two core principles—respect for the entrepreneur, and humble acceptance that nobody has seen the future. New business creation is ...
Sustainable Asset Management
investment 投资
2007/12/26
Sustainable Asset Management Group was founded in 1995 as an independent asset management company specialising in sustainability investments. Today SAM is one of the world’s leading institutions in th...
The Journal Of Investment Management (JOIM) is a high quality, fully refereed publication, which bridges the theory and practice of investment management. The Journal Of Investment Management has the ...
Thornburg Investment Management is a privately held investment management company based in Santa Fe, New Mexico with assets under management of over $37 billion Founded in 1982, the firm manages six e...
Global Asset Management(GAM)
investing 投资
2007/12/26
Global Asset Management’s competitive edge lies in our active and innovative approach to investing. All of their fund managers, whether employed by or contracted to , are unconstrained in their invest...
Mawer Investment Management Ltd., founded in 1974, is an independent investment counselling firm headquartered in Calgary, Alberta, Canada. The firm provides value-added discretionary investment manag...