Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization The Ideal Risk, Uncertainty, and Performance Measures |
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| Author:
| Rachev, Svetlozar T.
Stoyanov, Stoyan V.
Fabozzi, Frank J. |
| Series title: | Frank J. Fabozzi Ser. |
| ISBN: | 978-0-470-05316-4 |
| Publication Date: | Jan 2008 |
| Publisher: | John Wiley & Sons, Limited
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| Book Format: | Hardback |
| List Price: | AUD $165.95 |
Book Description:
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This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.