Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures by Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

Frank J. Fabozzi

Stoyan V. Stoyanov, Frank J. Fabozzi, Svetlozar T. Rachev

382 pages • missing pub info (editions)

nonfiction business economics mathematics informative medium-paced
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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 ...

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