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Rachev, Svetlozar T.

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

Rachev, Svetlozar T. - Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures, ebook

64,50€

Ebook, ePUB with Adobe DRM
ISBN: 9781118086186
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Printing30 pages with an additional page accrued every day, capped at 30 pages
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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.

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2008
Language
en
Edition
1
Series
Frank J. Fabozzi Series
Page amount
416 pages
Category
Economy
Format
Ebook
eISBN (ePUB)
9781118086186
Printed ISBN
9780470053164

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