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 V. ; Fabozzi, Frank J. |
| Other Persons: | Stoyanov, Stoyan V. (contributor) |
| Publisher: |
Hoboken, NJ : Wiley |
| Subject: | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Risikomanagement | Risk management | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Portfolio Selection | Risikoanalyse | Stochastisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | xviii, 382 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturangaben |
| ISBN: | 0-470-05316-X ; 978-0-470-05316-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003583006