Click Here to Download: https://ouo.io/JxC13j Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures By: Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi Publisher: John Wiley & Sons P&T Print ISBN: 9780470053164, 047005316X eText ISBN: 9780470253601, 0470253606 Edition: 1st Format: PDF Available from $ 49.59 USD SKU 9780470253601R90 The finance industry is seeing increased interest in new risk measures and techniques for portfolio optimization when parameters of the model are uncertain. In this book, Fabozzi, Stoyanov, and Rachev intend to break new ground in tying together the theory of probability metrics to both risk measurement and portfolio optimization. Unlike current literature in this field, this book proposes applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance. Additional ISBNs 9780470253601, 9786611217303, 9781281217301, 9783527679768, 9783527679751, 9783527693672, 9783527693665, 0470253606, 6611217304, 1281217301, 3527679766, 3527679758, 352769367X, 3527693661
