£61.59

Elsevier Portfolio Optimization with Different Information Flow

Price data last checked 74 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£62 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 17 days · 17 data points (no recent data)

Historical
Generating forecast…
£61.59 £58.51 £59.74 £60.97 £62.21 £63.44 £64.67 17 April 2026 21 April 2026 25 April 2026 29 April 2026 03 May 2026

Price Distribution

Price distribution over 17 days • 1 price levels

Days at Price
17 days 0 4 9 13 17 £62 Days at Price

Price Analysis

Most common price: £62 (17 days, 100.0%)

Price range: £62 - £62

Price levels: 1 different prices over 17 days

Description

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 solve the optimization problem. Two main types of enlargement of filtration are discussed: initial and progressive, using tools from various fields, such as from stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical analysis is applied in different market settings to provide a good basis for the understanding of portfolio optimization with different information flow.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 February 2017
Listed Since
02 May 2016

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Optimization Models in Finance: 1 (World Scientific Handbook in Financial Economics Series)
96% match

Stochastic Optimization Models in Finance: 1 (World Scientific Handbook in Financial Economics Series)

World Scientific Publishing Company

£79.00 21 Apr 2026
Multicriteria Portfolio Management: 69 (Springer Optimization and Its Applications, 69)
96% match

Multicriteria Portfolio Management: 69 (Springer Optimization and Its Applications, 69)

Springer

£89.99 10 Jul 2026
Portfolio Management: New Models for Successful Investment Decisions
96% match

Portfolio Management: New Models for Successful Investment Decisions

£82.99 30 Apr 2026
Problems in Portfolio Theory and the Fundamentals of Financial Decision Making: 10 (World Scientific Series in Finance)
95% match

Problems in Portfolio Theory and the Fundamentals of Financial Decision Making: 10 (World Scientific Series in Finance)

World Scientific Publishing Company

£52.30 30 Jun 2026
Portfolio Optimization: Theory and Application
95% match

Portfolio Optimization: Theory and Application

Cambridge University Press

£61.84 11 Jul 2026
Portfolio Optimization and Performance Analysis (Chapman and Hall/CRC Financial Mathematics Series)
95% match

Portfolio Optimization and Performance Analysis (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£108.00 16 Jun 2026
Portfolio Management with Heuristic Optimization: 8 (Advances in Computational Management Science, 8)
95% match

Portfolio Management with Heuristic Optimization: 8 (Advances in Computational Management Science, 8)

Springer

£74.81 07 Jul 2026
Uncertain Portfolio Optimization (Uncertainty and Operations Research)
95% match

Uncertain Portfolio Optimization (Uncertainty and Operations Research)

Springer

£72.98 27 Apr 2026
Statistical Portfolio Estimation
95% match

Statistical Portfolio Estimation

CRC Press

£95.01 24 Jun 2026
Portfolio Selection Using Multi-Objective Optimisation
95% match

Portfolio Selection Using Multi-Objective Optimisation

MACMILLAN

£88.92 21 Apr 2026
Stochastic Portfolio Theory: 48 (Stochastic Modelling and Applied Probability, 48)
95% match

Stochastic Portfolio Theory: 48 (Stochastic Modelling and Applied Probability, 48)

Springer

£66.74 02 May 2026
Financial Signal Processing and Machine Learning (IEEE Press)
95% match

Financial Signal Processing and Machine Learning (IEEE Press)

Wiley-IEEE Press

£82.55 16 Jun 2026
Portfolio Selection: Efficient Diversification of Investments
95% match

Portfolio Selection: Efficient Diversification of Investments

Wiley

£60.66 17 Jun 2026
Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach
95% match

Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach

Springer

£73.85 13 Jun 2026
Quantitative Fund Management (Chapman & Hall/CRC Financial Mathematics)
95% match

Quantitative Fund Management (Chapman & Hall/CRC Financial Mathematics)

CRC Press

£96.81 10 Jul 2026
Portfolio Selection and Asset Pricing: Models of Financial Economics and Their Applications in Investing
95% match

Portfolio Selection and Asset Pricing: Models of Financial Economics and Their Applications in Investing

McGraw-Hill Education

£42.29 26 Jun 2026
Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)
95% match

Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£94.64 08 Jul 2026
IGI Global Alternative Financial Portfolio Management Book
95% match

IGI Global Alternative Financial Portfolio Management Book

IGI Global

£148.37 06 May 2026
Risk-Sensitive Investment Management (Advanced Series on Statistical Science & Applied Probability): 19
95% match

Risk-Sensitive Investment Management (Advanced Series on Statistical Science & Applied Probability): 19

World Scientific Publishing Company

£73.00 04 Jul 2026
Professional Investment Portfolio Management: Boosting Performance with Machine-Made Portfolios and Stock Market Evidence
95% match

Professional Investment Portfolio Management: Boosting Performance with Machine-Made Portfolios and Stock Market Evidence

MACMILLAN

£50.88 22 Apr 2026
Handbook of the Fundamentals of Financial Decision Making: In 2 Parts (World Scientific Handbook in Financial Economics) (World Scientific Handbook in Financial Economics Series): 4
95% match

Handbook of the Fundamentals of Financial Decision Making: In 2 Parts (World Scientific Handbook in Financial Economics) (World Scientific Handbook in Financial Economics Series): 4

World Scientific Publishing Company

£56.92 25 Apr 2026
Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)
95% match

Quantitative Portfolio Optimisation, Asset Allocation and Risk Management: A Practical Guide to Implementing Quantitative Investment Theory (Finance and Capital Markets Series)

MACMILLAN

£212.36 13 Jul 2026
Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)
95% match

Portfolio Optimization (Chapman and Hall/CRC Financial Mathematics Series)

Chapman and Hall/CRC

£58.49 15 Jul 2026
Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies: 316 (Studies in Fuzziness and Soft Computing, 316)
95% match

Fuzzy Portfolio Optimization: Advances in Hybrid Multi-criteria Methodologies: 316 (Studies in Fuzziness and Soft Computing, 316)

Springer

£114.90 14 Jul 2026