eBooks - Business - Financial Planning - Svetlozar T. Rachev - Stoyan V. Stoyanov - Frank J. Fabozzi - Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures eBook
By: Svetlozar T. Rachev, Stoyan V. Stoyanov ~ With: Frank J. Fabozzi
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Platforms
Windows Vista / XP / 2000, Mac OS X, Sony Reader Features
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Availability:
Download Now Price: $95.00
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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures Summary
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An introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory This book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. They introduce the reader to the rudiments of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Svetlozar T. Rachev, PhD, DrSci (Karlsruhe, Germany) is currently Chair-Professor in Statistics, Econometrics, and Mathematical Finance at the University of Karlsruhe. Stoyan V. Stoyanov, PhD (Sofia, Bulgaria) is the Chief Financial Researcher at FinAnlytica Inc. Frank J. Fabozzi, PhD, CFA (New Hope, PA) is Professor in the Practice of Finance at Yale University's School of Management. |
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eBooks - Titles - Authors - Business - Financial Planning - Svetlozar T. Rachev - Stoyan V. Stoyanov - Frank J. Fabozzi - Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures