Investment Science
#1929 of 2,654 all-time
Investment Science
David G. Luenberger
4 people recommended it in 2 threads, 2016–2017.
What people on Hacker News said
Investment Science (very good if you're interested in math finance).
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)
Where it comes up
- Ask HN: What books are you currently reading? 2017 · 3 recommendations
- Ask HN: What are the must-read books about economics/finance? 2016 · 1 recommendation