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

An introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory. This book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Rachev, S. T. (Svetlozar Todorov)
Otros Autores: Stoyanov, Stoyan V., Fabozzi, Frank J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : [Chichester] : Wiley ; [John Wiley, distributor], 2008.
Colección:Frank J. Fabozzi series.
Temas:
Stochastic processes.
Mathematical optimization.
Risk assessment > Mathematical models.
Portfolio management > Mathematical models.
Stochastic Processes
Processus stochastiques.
Optimisation mathématique.
Évaluation du risque > Modèles mathématiques.
Gestion de portefeuille > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Mathematical optimization
Portfolio management > Mathematical models
Risk assessment > Mathematical models
Stochastic processes
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