Rachev, Svetlozar T. <br/><br/>
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 .
<br/><br/>Includes bibliographical references and index 
<br/><br/><label>ISBN: </label>9780470053164 
<br/><br/><label>Subjects--Topical Terms: </label><br/>RISK ASSESSMENT--MATHEMATICAL MODELS<br/>PORTFOLIO MANAGEMENT--MATHEMATICAL MODELS<br/>STOCHASTIC PROCESSES<br/>MATHEMATICAL OPTIMIZATION
<br/><br/><label>LC Class. No.: </label>HG4529.5  / R323A