Udvidet returret til d. 31. januar 2025

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization - Svetlozar T. (University of California Rachev - Bog

- The Ideal Risk, Uncertainty, and Performance Measures

Bag om Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780470053164
  • Indbinding:
  • Hardback
  • Sideantal:
  • 400
  • Udgivet:
  • 11. april 2008
  • Størrelse:
  • 237x180x27 mm.
  • Vægt:
  • 726 g.
  • 2-3 uger.
  • 10. december 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.

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