01500nam a2200229Ia 4500 CTU_165549 210402s9999 xx 000 0 und d 56.04 332.60151923 R119 Rachev, S. T Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. Hoboken, N.J. Wiley 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. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers. Risk assessment,Portfolio management,Stochastic processes,Đánh giá rủi ro,Quản lý danh mục đầu tư,Quy trình ngẫu nhiên Mathematical models,Mathematical models,Mô hình toán học,Mô hình toán học Trâm Trung tâm Học liệu Trường Đại học Cần Thơ