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...

Descripción completa

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
Acceso en línea:Texto completo
Descripción
Sumario: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 performance measures into a single framework.
Descripción Física:1 online resource (xviii, 382 pages)
Bibliografía:Includes bibliographical references and index.
ISBN:1281217301
9781281217301
9781118086148
1118086147
9780470253601
0470253606
9786611217303
6611217304
1283272954
9781283272957
9786613272959
6613272957

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