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
View Other Search Results
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
View Other Search Results