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

Main Author: Rachev, S. T.
Corporate Author: ebrary, Inc.
Other Authors: Stoyanov, Stoyan V.
Format: Book
Language:English
Published: Hoboken, N.J. : [Chichester : Wiley ; John Wiley, distributor], 2008.
Series:The Frank J. Fabozzi series
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10225448
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245 1 0 |a Advanced stochastic models, risk assessment, and portfolio optimization  |b the ideal risk, uncertainty, and performance measures /  |c by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. 
260 |a Hoboken, N.J. :  |b Wiley ;  |c 2008.  |a [Chichester :  |b John Wiley, distributor], 
300 |a xviii, 382 p. 
490 1 |a The Frank J. Fabozzi series 
504 |a Includes bibliographical references and index. 
650 0 |a Stochastic processes. 
650 0 |a Mathematical optimization. 
650 0 |a Risk assessment  |x Mathematical models. 
650 0 |a Portfolio management  |x Mathematical models. 
700 1 |a Stoyanov, Stoyan V. 
710 2 |a ebrary, Inc. 
856 4 0 |u http://site.ebrary.com/lib/ucy/Doc?id=10225448 
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