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

著者

• Rachev, S. T. (Svetlozar Todorov)
• Stoyanov, Stoyan V.
• Fabozzi, Frank J.

書誌事項

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

Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi

（The Frank J. Fabozzi series）

J. Wiley, c2008

注記

Includes bibliographies and index

詳細情報

• NII書誌ID(NCID): BA85888994
• ISBN:
  • 9780470053164
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Hoboken, N.J.
• ページ数/冊数: xviii, 382 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4529.5
  • DC22 : 332.60151923
• 件名:
  • LCSH : Stochastic processes
  • LCSH : Mathematical optimization
  • LCSH : Risk assessment -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models
• 親書誌ID:
  • BA56819502