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

Author(s)

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

Bibliographic Information

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

Note

Includes bibliographies and index

Details

• NCID: BA85888994
• ISBN:
  • 9780470053164
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Hoboken, N.J.
• Pages/Volumes: xviii, 382 p.
• Size: 24 cm
• Classification:
  • LCC : HG4529.5
  • DC22 : 332.60151923
• Subject Headings:
  • LCSH : Stochastic processes
  • LCSH : Mathematical optimization
  • LCSH : Risk assessment -- Mathematical models
  • LCSH : Portfolio management -- Mathematical models
• Parent Bibliography ID:
  • BA56819502