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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 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.

Availability
10000449332 RAC aRLC MM (Rak Buku Umum)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
332 RAC a
Publisher
New Jersey : John Wiley & Sons.,
Collation
xviii, 382 p. : ill ; 23cm.
Language
English
ISBN/ISSN
978-0-470-05316-4
Classification
332
Content Type
-
Edition
-
Subject(s)
Buku Umum
Business Finance
Finance
Business Investments
Investment
Specific Detail Info
-
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No other version available

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