Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
The Ideal Risk, Uncertainty, and Performance Measures
Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev, et al.
PDF
63,99 €
Sozialwissenschaften, Recht, Wirtschaft / Betriebswirtschaft
Beschreibung
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.
Weitere Titel von diesem Autor
Weitere Titel in dieser Kategorie
Kundenbewertungen
Schlagwörter
Finance & Investments, Institutional & Corporate Finance, Finanz- u. Anlagewesen, Institutionelle Finanzplanung