Rachev, Svetlozar T.
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi - Hoboken, N.J. : Wiley, c2008 - 382 p. : ill. - The Frank J. Fabozzi series .
Includes bibliographical references and index
9780470053164
RISK ASSESSMENT--MATHEMATICAL MODELS
PORTFOLIO MANAGEMENT--MATHEMATICAL MODELS
STOCHASTIC PROCESSES
MATHEMATICAL OPTIMIZATION
HG4529.5 / R323A
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi - Hoboken, N.J. : Wiley, c2008 - 382 p. : ill. - The Frank J. Fabozzi series .
Includes bibliographical references and index
9780470053164
RISK ASSESSMENT--MATHEMATICAL MODELS
PORTFOLIO MANAGEMENT--MATHEMATICAL MODELS
STOCHASTIC PROCESSES
MATHEMATICAL OPTIMIZATION
HG4529.5 / R323A