Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures (Frank J. Fabozzi Series)
Rachev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J.
ISBN 10: 047005316X ISBN 13: 9780470053164
Verlag: Wiley, 2008
Neu
Hardcover
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Beschreibung
Beschreibung:
In. Bestandsnummer des Verkäufers ria9780470053164_new
Inhaltsangabe:
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.
Über die Autorin bzw. den Autor:
Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc.
Stoyan V. Stoyanov, PhD, is the Chief Financial Researcher at FinAnalytica Inc.
Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
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Bibliografische Details
Titel: Advanced Stochastic Models, Risk Assessment,...
Verlag: Wiley
Erscheinungsdatum: 2008
Einband: Hardcover
Zustand: New