Rachev, S. T.
Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures / [electronic resource] : by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. - Hoboken, N.J. : [Chichester : Wiley ; John Wiley, distributor], 2008. - xviii, 382 p. - The Frank J. Fabozzi series . - Frank J. Fabozzi series. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Stochastic processes.
Mathematical optimization.
Risk assessment--Mathematical models.
Portfolio management--Mathematical models.
Electronic books.
HG4529.5 / .R334 2008eb
Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures / [electronic resource] : by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. - Hoboken, N.J. : [Chichester : Wiley ; John Wiley, distributor], 2008. - xviii, 382 p. - The Frank J. Fabozzi series . - Frank J. Fabozzi series. .
Includes bibliographical references and index.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Stochastic processes.
Mathematical optimization.
Risk assessment--Mathematical models.
Portfolio management--Mathematical models.
Electronic books.
HG4529.5 / .R334 2008eb