Advanced stochastic models risk assessment and portfolio optimization: Ideal risk, Uncertainty, and performance measures / by Svetlozar T Rachev, Stoyan V Stoyanov, Frank J Fabozzi.
Rachev, Svetlozar T
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| Physical Description | 382p. |
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$a Rachev, Svetlozar T
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$a Advanced stochastic models risk assessment and portfolio optimization: $b Ideal risk, Uncertainty, and performance measures / $c by Svetlozar T Rachev, Stoyan V Stoyanov, Frank J Fabozzi.
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$a New Jersey: $b John Wiley, $c 2007.
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$a 382p.
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$a Stochastic processes
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$a Mathematical optimization
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$a Risk assessment $x Mathematical models
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$a Portfolio management, Mathematical models
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$a Stoyanov, Stoyan V
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$a Fabozzi, Frank J