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Investment Science - is that the one by David Luenberger? Green cover?
by checkdigit15 9y ago
Investment Science - is that the one by David Luenberger? Green cover?
- ronald_raygun 9y agoYes! It actually has a bunch of really deep math hiding in plan sight (they have a chapter where they reinvent RL but call it dynamic portfolio optimization, and when they axiomize risk they are really talking about special measures)