rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Advanced stochastic models, risk assessment, and portfolio optimization
  title info:
    sub title: the ideal risk, uncertainty, and performance measures
  title info: title
  name:
    name part: Rachev, S. T
    role:
      role term: creator
  type of resource: text
  origin info:
    place:
      place term: xx
    place:
      place term: Hoboken, N.J
    publisher: Wiley
    date issued: 2008
    date issued: 9999
    issuance: monographic
  language:
    language term: und
  physical description:
    form: print
  abstract: 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.
  note: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.
  subject:
    topic: Risk assessment,Portfolio management,Stochastic processes,Đánh giá rủi ro,Quản lý danh mục đầu tư,Quy trình ngẫu nhiên
  subject:
    topic: Mathematical models,Mathematical models,Mô hình toán học,Mô hình toán học
  classification: 332.60151923
  classification: R119
  record info:
    record creation date: 210402
    record identifier: CTU_165549