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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /

Račev, Svetlozar Todorov (1951- ).

Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. - Hoboken : John Wiley & Sons, 2008. - XVIII, 382 s. : il. ; 24 cm. - The Frank J. Fabozzi Series . - The Frank J. Fabozzi Series .

Bibliogr. przy rozdz. Indeks.

ISBN: 9780470053164

Tematy--Hasło przedmiotowe ogólne (rzeczowe):
Procesy stochastyczne.
Optymalizacja matematyczna.
Ocena ryzyka--modele matematyczne.

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Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /

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