Re:Ask HN: What books are you currently reading?
by checkdigit15 on Wednesday July 26, 2017 @04:11PM
(#14859804)
Investment Science - is that the one by David Luenberger? Green cover?
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Re:Ask HN: What books are you currently reading?
by ronald_raygun on Wednesday July 26, 2017 @04:32PM
(#14860023)
Yes! 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)