Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /
An introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory. This book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or...
| Основен автор: | Rachev, S. T. |
|---|---|
| Други автори: | Stoyanov, Stoyan V., Fabozzi, Frank J. |
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hoboken, N.J. : [Chichester] :
Wiley ; [John Wiley, distributor],
2008.
|
| Серия: |
Frank J. Fabozzi series.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=219812 |
| Подобни документи: |
Print version::
Advanced stochastic models, risk assessment, and portfolio optimization. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=219812 |
|---|
| Провери в Paniza Library, AUBG | Сигнатура: |
HG4529.5 .R334 2008eb |
|---|