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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series
Rachev, Svetlozar T. (University of California, Santa Barbara)
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures - Frank J. Fabozzi Series
Rachev, Svetlozar T. (University of California, Santa Barbara)
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.
382 pages, black & white illustrations, black & white tables, figures
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 1 de fevereiro de 2008 |
ISBN13 | 9780470053164 |
Editoras | John Wiley & Sons Inc |
Páginas | 400 |
Dimensões | 237 × 180 × 27 mm · 598 g |
Idioma | English |
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