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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /

Bibliographic Details
Main Author: Rachev, S. T. (Svetlozar Todorov)
Other Authors: Stoyanov, Stoyan V., Fabozzi, Frank J.
Format: Book
Language:English
Published: Hoboken, N.J. : John Wiley & Sons, [2008]
Series:Frank J. Fabozzi series.
Subjects:
Stochastic processes.
Mathematical optimization.
Risk assessment > Mathematical models.
Portfolio management > Mathematical models.
Description
Physical Description:xviii, 382 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:047005316X (hbk.)
9780470053164 (hbk.)