Advanced stochastic models, risk assessment, and portfolio optimization :

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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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Bibliografiske detaljer
Hovedforfatter:	Rachev, S. T
Format:	Bog
Sprog:	Undetermined
Udgivet:	Hoboken, N.J. Wiley 2008
Fag:	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
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Thư viện lưu trữ:	Trung tâm Học liệu Trường Đại học Cần Thơ

Lignende værker

Xấp xỉ giá trị rủi ro trong những mô hình Gauss điều kiện :
af: Triệu, Vĩ Thuận
Udgivet: (2010)

Một số ứng dụng của phép biến đổi PH trong tài chính :
af: Nguyễn, Thanh Tân
Udgivet: (2016)

Một số ứng dụng của phép biến đổi Wang trong tài chính :
af: Huỳnh, Thiện Tú
Udgivet: (2016)

Mối liên hệ giữa độ rủi ro phổ và hàm lợi ích thông qua robust statistics :
af: Nguyễn, Bùi Hạnh Như
Udgivet: (2014)

Sự không đơn điệu của độ đo rủi ro VaR và tính ổn định củ một số độ đo rủi ro theo thời gian :
af: Trần, Văn Phúc
Udgivet: (2013)

Một số vấn đề liên quan đến tổng hình học và ứng dụng trong lý thuyết rủi ro :
af: Nguyễn, Thị Của
Udgivet: (2014)

Độ đo rủi ro và ứng dụng :
af: Trần, Thị Xuân Thơ
Udgivet: (2014)

Mô hình rủi ro cổ điển :
af: Phạm, Thị Bích Thủy
Udgivet: (2015)

Extreme financial risks :
af: Malevergne, Yannick
Udgivet: (2006)

Ecological risk assessment
Udgivet: (1993)

Optimization of business processes : An introduction to applied stochastic modeling /
af: Koole, Ger.
Udgivet: (2006)

Optimal portfolio modeling :
af: McDonnell, Philip J.
Udgivet: (2008)

Optimal portfolio modeling :
af: McDonnell, Philip J.
Udgivet: (2008)

Operational risk :
af: Lewis, Nigel Da Costa
Udgivet: (2004)

Operational risk :
af: Lewis, Nigel Da Costa
Udgivet: (2004)

Quantitative microbial risk assessment /
af: Haas, Charles N.
Udgivet: (1999)

Option pricing, interest rates and risk management :
Udgivet: (2001)

Fat-Tailed and return distributions :
af: Rachev, S. T.
Udgivet: (2005)

Linear and Mixed Integer Programming for Portfolio Optimization
af: Mansini, Renata, et al.
Udgivet: (2015)

Disaster risk management systems analysis :
Udgivet: (2008)

Phương pháp mô hình phân tích rủi ro tín dụng :
af: Nguyễn, Thanh Sang
Udgivet: (2009)

Stochastic system reliability modeling /
af: Osaki, Shunji.
Udgivet: (1985)

Stochastic system reliability modeling /
af: Osaki, Shunji.
Udgivet: (1985)

Guide to mathematical modelling
af: Edwards, Dilwyn
Udgivet: (2001)

A first course in mathematical modeling
af: Giordano, Frank R.
Udgivet: (2003)

Mathematical modeling
af: Meerschaert, Mark M.
Udgivet: (2007)

Mathematical modeling
af: Meerschaert, Mark M.
Udgivet: (2013)

The Use of Risk Budgets in Portfolio Optimization
af: Unger, Albina
Udgivet: (2015)

Stochastic Modeling. 1st ed. 2017
af: Lanchier, Nicolas
Udgivet: (2020)

Portfolio management under stress: a bayesian-net approach to coherent asset allocation
af: Rebonato, Riccardo
Udgivet: (2013)

Theory of financial risks :
af: Bouchaud, Jean-Philippe
Udgivet: (2000)

Empirical techniques in finance
af: Bhar, Ramaprasad.
Udgivet: (2005)

Một lớp các toán tử biến đổi dùng để định giá một số rủi ro trong tài chính và bảo hiểm :
af: Phan, Văn Cam
Udgivet: (2013)

Computational materials engineering :
Udgivet: (2007)

Principles of financial economics
af: Leroy, Stephen F
Udgivet: (2001)

Algorithms
af: Dasgupta, Sanjoy
Udgivet: (2008)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính một số mô hình trái phiếu và lãi suất :
af: Cao, Bảo Đằng
Udgivet: (2010)

Phương trình vi phân ngẫu nhiên áp dụng trong tài chính mô hình Black-Scholes :
af: Lê, Hồ Ngọc Toản
Udgivet: (2010)

Financial optimization
Udgivet: (1993)

Phân tích ảnh hưởng của rủi ro riêng đến lợi nhuận cổ phiếu tại sở giao dịch chứng khoán thành phố Hồ Chí Minh :
Udgivet: (2018)