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. |
| Резюме: |
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 performance measures into a single framework. |
|---|---|
| Физически характеристики: |
1 online resource (xviii, 382 pages). |
| Библиография: |
Includes bibliographical references and index. |
| ISBN: |
1281217301 9781281217301 9781118086148 1118086147 |