Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization PDF ePub eBook

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Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization free pdf 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.

About Svetlozar T. Rachev

Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering- Professor Emeritus at the University of California, Santa Barbara- and Chief-Scientist of FinAnalytica Inc. Stoyan V. Stoyanov, PhD, is the Chief Financial Researcher at FinAnalytica Inc. Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.

Details Book

Author : Svetlozar T. Rachev
Publisher : John Wiley
Data Published : 11 April 2008
ISBN : 047005316X
EAN : 9780470053164
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 382 pages
Age + : 15 years
Language : English
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