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

S. T. Rachev

Publication Data

Title Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Author S. T. Rachev
Contributors Stoyan V. Stoyanov, Frank J. Fabozzi
Publisher Wiley
Publication date 2008
Publication location Hoboken, N.J.
Language English

Topics

Stochastic processes
Mathematical optimization
Risk assessment :: Mathematical models
Portfolio management :: Mathematical models

Catalogue Data

OBNB ID GBA7A1640
ISBN 10 047005316X
ISBN 13 9780470053164
Type BibliographicResource, Book
Dewey Classification 332.60151923

ISBD

P1053 xviii, 382 p.
P1042 Includes bibliographical references and index.

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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures by S. T. Rachev. ISBN 9780470053164. Published by Wiley in 2008. Publication and catalogue information, links to buy online and reader comments.