Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
By: Rachev, Svetlozar T.
Contributor(s): Stoyanov, Stoyan V | Fabozzi, Frank J.
Material type:
BookSeries: The Frank J. Fabozzi series.Publisher: Hoboken, N.J. : Wiley, c2008Description: 382 p. : ill.ISBN: 9780470053164.Call No.:
HG4529.5
R323A
Subject(s): RISK ASSESSMENT -- MATHEMATICAL MODELS | PORTFOLIO MANAGEMENT -- MATHEMATICAL MODELS | STOCHASTIC PROCESSES | MATHEMATICAL OPTIMIZATIONBibliography, etc. Note: Includes bibliographical references and index
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| Main Campus Book Shelves | HG4529.5 R323A (Browse shelf) | Available | 200808070007 |
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| HG4529.5 O237D Dynamic portfolio theory and management : | HG4529.5 P427R Risk budgeting : | HG4529.5 P673T Taxation and household portfolio composition : U.S. evidence from the 1980's and 1990's | HG4529.5 R323A Advanced stochastic models, risk assessment, and portfolio optimization : | HG4529.5 S776P 2003 Portfolio construction, management, and protection / | HG4529.5 S776P 2006 Portfolio construction, management, and protection / | HG4529.5 S776P 2006 Portfolio construction, management, and protection / |
Includes bibliographical references and index
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