Description: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures, Hardcover by Rachev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J., ISBN 047005316X, ISBN-13 9780470053164, Used Good Condition, Free shipping in the US This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.
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Book Title: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimi
Number of Pages: 400 Pages
Publication Name: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization : The Ideal Risk, Uncertainty, and Performance Measures
Language: English
Publisher: Wiley & Sons, Incorporated, John
Item Height: 1.3 in
Publication Year: 2008
Subject: Methodology, Probability & Statistics / Stochastic Processes, Investments & Securities / Portfolio Management, Finance / General
Type: Textbook
Item Weight: 21.7 Oz
Author: Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev
Subject Area: Mathematics, Social Science, Business & Economics
Item Length: 9.3 in
Series: Frank J. Fabozzi Ser.
Item Width: 6.4 in
Format: Hardcover
