by
Rachev, S. T. (Svetlozar Todorov)
Call Number
332.60151923 22
Publication Date
2008
Summary
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 a single framework.
Format:
Electronic Resources
Relevance:
0.1066
by
Rachev, S. T. (Svetlozar Todorov)
Call Number
332.60151923 22
Publication Date
2008
Summary
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 a single framework.
Format:
Electronic Resources
Relevance:
0.1066
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by
Neogy, S. K.
Call Number
511.8 22
Publication Date
2009
Summary
This volume provides recent developments and a state-of-the-art review in various areas of mathematical modeling, computation and optimization. It contains theory, computation as well as the applications of several mathematical models to problems in statistics, games, optimization and economics for decision making. It focuses on exciting areas like models for wireless networks, models of Nash networks, dynamic models of advertising, application of reliability models in economics, support vector machines, optimization, complementarity modeling and games.
Format:
Electronic Resources
Relevance:
0.0921
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