Jay Henniger
Ph.D. Cornell University 2005
Dissertation:
Small Portfolio Selection for Benchmark Tracking and Option Hedging under Basis Risk
Mathematics Subject Classification: 65—Numerical analysis
Advisor 1: Thomas Frederick Coleman
Advisor 2: Yuying Li
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 45350 for the advisor ID.