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Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures

Record Type:	Language materials, printed : monographic
Title Information:	The ideal risk, uncertainty, and performance measures
Author:	RachevSvetlozar T.,
Alternative Intellectual Responsibility:	StoyanovStoyan V.,
Alternative Intellectual Responsibility:	FabozziFrank J.,
Place of Publication:	Hoboken, N. J.
Published:	John Wiley & Sons, Inc.;
Year of Publication:	c2008
Description:	xviii, 382 p.ill. : 24 cm.;
Series:	The Frank J. Fabozzi series
Subject:	Stochastic processes. -
Subject:	Risk assessment - Mathematical models. -
Subject:	Portfolio management - Mathematical models. -
Subject:	Mathematical optimization. -
Notes:	Includes bibliographical references and index.
ISBN:	0-470-05316-Xbound
ISBN:	9780470053164bound

Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures
Rachev, Svetlozar T.

Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Frank J. Fabozzi, Stoyan V. Stoyanov - Hoboken, N. J. : John Wiley & Sons, Inc., c2008. - xviii, 382 p. ; ill. ; 24 cm.. - (The Frank J. Fabozzi series).
Includes bibliographical references and index..
ISBN 0-470-05316-XISBN 9780470053164
Stochastic processes.Risk assessment - Mathematical models.Portfolio management - Mathematical models.Mathematical optimization.

Stoyanov, Stoyan V.

Advanced stochastic models, risk assessment, and portfolio optimization : The ideal risk, uncertainty, and performance measures
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