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

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Description:This book provides an introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory. It extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. They introduce the reader to the rudiments of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Svetlozar T. Rachev, PhD, DrSci (Karlsruhe, Germany) is currently Chair-Professor in Statistics, Econometrics, and Mathematical Finance at the University of Karlsruhe. Stoyan V. Stoyanov, PhD (Sofia, Bulgaria) is the Chief Financial Researcher at FinAnlytica Inc. Frank J. Fabozzi, PhD, CFA (New Hope, PA) is Professor in the Practice of Finance at Yale University's School of Management.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures. To get started finding Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures, you are right to find our website which has a comprehensive collection of manuals listed.
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ISBN: 0470253606

Description: This book provides an introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory. It extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. They introduce the reader to the rudiments of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Svetlozar T. Rachev, PhD, DrSci (Karlsruhe, Germany) is currently Chair-Professor in Statistics, Econometrics, and Mathematical Finance at the University of Karlsruhe. Stoyan V. Stoyanov, PhD (Sofia, Bulgaria) is the Chief Financial Researcher at FinAnlytica Inc. Frank J. Fabozzi, PhD, CFA (New Hope, PA) is Professor in the Practice of Finance at Yale University's School of Management.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures. To get started finding Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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

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

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