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

by Svetlozar T. Rachev

2021-01-07 18:08:49

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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 fun... Read more
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. Less

Book Details

File size9.3 X 6.35 X 1.3 in
Print pages382
PublisherWiley
Publication date February 25, 2008
LanguageEnglish
ISBN9780470053164
autor-image
Svetlozar T. Rachev
Author
...

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