Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures
Svetlozar T. Rachev ; Stoyan V. Stoyanov ; Frank J. Fabozzi
| Year of publication: |
2008
|
|---|---|
| Authors: | Račev, Svetlozar T. ; Stoyanov, Stoyan Veselinov ; Fabozzi, Frank J. |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Portfolio Selection | Risikoanalyse | Stochastisches Modell | Stochastic processes | Mathematical optimization | Risk assessment | Mathematical models | Portfolio management |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XVIII, 382 S. : graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-0-470-05316-4 ; 0-470-05316-X |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004908402