Advanced stochastic models, risk assessment, and portfolio optimization [electronic resource] : the ideal risk, uncertainty, and performance measures / by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.
By: Rachev, S. T. (Svetlozar Todorov).
Contributor(s): Stoyanov, Stoyan V | Fabozzi, Frank J | ebrary, Inc.
Material type:
BookSeries: Frank J. Fabozzi series: Publisher: Hoboken, N.J. : [Chichester : Wiley ; John Wiley, distributor], 2008Description: xviii, 382 p.Subject(s): Stochastic processes | Mathematical optimization | Risk assessment -- Mathematical models | Portfolio management -- Mathematical modelsGenre/Form: Electronic books.Online resources: An electronic book accessible through the World Wide Web; click to view
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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.
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