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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Dades bibliogràfiques
Autor principal:	Rachev, S. T
Format:	Llibre
Idioma:	Undetermined
Publicat:	Hoboken, N.J. Wiley 2008
Matèries:	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
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

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

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