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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. : [Chichester] :
Wiley ; [John Wiley, distributor],
2008.
|
| Colección: | Frank J. Fabozzi series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Rachev, S. T. |q (Svetlozar Todorov) |1 https://id.oclc.org/worldcat/entity/E39PBJccfqK3796BQWTf36Dcyd | |
| 245 | 1 | 0 | |a Advanced stochastic models, risk assessment, and portfolio optimization : |b the ideal risk, uncertainty, and performance measures / |c by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. |
| 260 | |a Hoboken, N.J. : |b Wiley ; |a [Chichester] : |b [John Wiley, distributor], |c 2008. | ||
| 300 | |a 1 online resource (xviii, 382 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file | ||
| 490 | 1 | |a The Frank J. Fabozzi series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; Chapter 2 Optimization; Chapter 3 Probability Metrics; Chapter 4 Ideal Probability Metrics; Chapter 5 Choice under Uncertainty; Chapter 6 Risk and Uncertainty; Chapter 7 Average Value-at-Risk; Chapter 8 Optimal Portfolios; Chapter 9 Benchmark Tracking Problems; Chapter 10 Performance Measures; Index. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 0 | |a Mathematical optimization. | |
| 650 | 0 | |a Risk assessment |x Mathematical models. | |
| 650 | 0 | |a Portfolio management |x Mathematical models. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Optimisation mathématique. | |
| 650 | 6 | |a Évaluation du risque |x Modèles mathématiques. | |
| 650 | 6 | |a Gestion de portefeuille |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Mathematical optimization |2 fast | |
| 650 | 7 | |a Portfolio management |x Mathematical models |2 fast | |
| 650 | 7 | |a Risk assessment |x Mathematical models |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 700 | 1 | |a Stoyanov, Stoyan V. | |
| 700 | 1 | |a Fabozzi, Frank J. | |
| 776 | 0 | 8 | |i Print version: |a Rachev, S.T. (Svetlozar Todorov). |t Advanced stochastic models, risk assessment, and portfolio optimization. |d Hoboken, N.J. : John Wiley & Sons, 2008 |z 9780470053164 |z 047005316X |w (OCoLC)174131667 |
| 830 | 0 | |a Frank J. Fabozzi series. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=331611 |z Texto completo |
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