Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

Name: Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
SKU: 3082337
Price: 158.99 AUD
Availability: InStock

The Ideal Risk, Uncertainty, and Performance Measures

By:

Format:

Hardback

Series:

Frank J. Fabozzi Series

Show Hide Adult Content

$158.99

RRP:: ~~$165.95~~ save $6.96

Available from supplier

Usually ships in 3-4 weeks

0 in Trolley

Price Match

Wrap this item as a gift ($5.90) - add a free gift card on the next page

Buy Now, Pay Later with:

4 payments of $39.75 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

Around 12-24 June using International Courier

Description

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.

Author Biography:

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.

Release date Australia

April 11th, 2008

Author

Audience

Professional & Vocational

Pages

400

Series

Frank J. Fabozzi Series

Dimensions

161x236x33

ISBN-13

9780470053164

Product ID

3082337

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here