Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.

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...

Cur síos iomlán

Sábháilte in:
Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Rachev, S. T. (Svetlozar Todorov)
Rannpháirtithe: Stoyanov, Stoyan V., Fabozzi, Frank J.
Formáid: Ríomhleabhar
Teanga:English
Foilsithe / Cruthaithe: Hoboken, N.J. : [Chichester] : Wiley ; [John Wiley, distributor], 2008.
Sraith:Frank J. Fabozzi series.
Ábhair:
Stochastic processes.
Mathematical optimization.
Risk assessment > Mathematical models.
Portfolio management > Mathematical models.
BUSINESS & ECONOMICS > Investments & Securities > General.
Mathematical optimization
Portfolio management > Mathematical models
Risk assessment > Mathematical models
Stochastic processes
Rochtain ar líne:Click for online access
le faisnéis choinneála agus aisghairme a fháil

Ar líne

Click for online access

Online

Sonraí sealbhúcháin ó Online
Ar fáil

Míreanna comhchosúla