Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization de Svetlozar T Rachev

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

Autor Svetlozar T Rachev, Stoyan V Stoyanov, Frank J Fabozzi

en Limba Engleză Hardback – feb 2008

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.

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Specificații

ISBN-13: 9780470053164
ISBN-10: 047005316X
Pagini: 400
Dimensiuni: 157 x 235 x 26 mm
Greutate: 0.73 kg
Editura: Wiley
Locul publicării:Hoboken, United States

Public țintă

Quantitative portfolio managers (including hedge fund managers), financial engineers, consultants, and academic researchers.