Risk Averse Multiple-Asset Inventory Management in Market-Making


Grant Data
Project Title
Risk Averse Multiple-Asset Inventory Management in Market-Making
Principal Investigator
Dr Song, Miao   (Principal investigator)
Duration
36
Start Date
2014-01-01
Completion Date
2016-12-31
Amount
276320
Conference Title
Presentation Title
Keywords
Risk Averse, Multiple-Asset, Inventory Management, Market-Making
Discipline
Production and Manufacturing
Panel
Engineering
HKU Project Code
71301138
Grant Type
National Natural Science Foundation of China (NSFC) - Science Fund for Young Scholars
Funding Year
2013/2014
Status
On-going