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

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 appr...

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Autor principal: Rachev, S. T
Format: Llibre
Idioma:Undetermined
Publicat: Hoboken, N.J. Wiley 2008
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