Advanced stochastic models, risk assessment, and portfolio optimization: the ideal risk, uncertainty, and performance measures
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
2008
|
| Series: | Frank J. Fabozzi series
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Includes bibliographical references and index Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; Chapter 2 Optimization; Chapter 3 Probability Metrics; Chapter 4 Ideal Probability Metrics; Chapter 5 Choice under Uncertainty; Chapter 6 Risk and Uncertainty; Chapter 7 Average Value-at-Risk; Chapter 8 Optimal Portfolios; Chapter 9 Benchmark Tracking Problems; Chapter 10 Performance Measures; Index An introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory. This book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into a single framework |
| Physical Description: | 1 Online-Ressource (xviii, 382 pages) |
| ISBN: | 9780470053164 047005316X 9780470253601 0470253606 |
Staff View
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| indexdate | 2024-07-10T07:14:02Z |
| institution | BVB |
| isbn | 9780470053164 047005316X 9780470253601 0470253606 |
| language | English |
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| spelling | Rachev, S. T., (Svetlozar Todorov) Verfasser aut Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi Hoboken, N.J. Wiley 2008 1 Online-Ressource (xviii, 382 pages) txt rdacontent c rdamedia cr rdacarrier Frank J. Fabozzi series Includes bibliographical references and index Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization; Contents; Preface; Acknowledgments; About the Authors; Chapter 1 Concepts of Probability; Chapter 2 Optimization; Chapter 3 Probability Metrics; Chapter 4 Ideal Probability Metrics; Chapter 5 Choice under Uncertainty; Chapter 6 Risk and Uncertainty; Chapter 7 Average Value-at-Risk; Chapter 8 Optimal Portfolios; Chapter 9 Benchmark Tracking Problems; Chapter 10 Performance Measures; Index An introduction to stochastic models for risk evaluation and portfolio selection enhanced by insights from the field of probability metrics and optimization theory. This book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into a single framework BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Mathematical optimization fast Portfolio management / Mathematical models fast Risk assessment / Mathematical models fast Stochastic processes fast Mathematisches Modell Wirtschaft Stochastic processes Mathematical optimization Risk assessment Mathematical models Portfolio management Mathematical models Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 s Risikoanalyse (DE-588)4137042-9 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 Stoyanov, Stoyan V. Sonstige oth Fabozzi, Frank J. Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=219812 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rachev, S. T., (Svetlozar Todorov) Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Mathematical optimization fast Portfolio management / Mathematical models fast Risk assessment / Mathematical models fast Stochastic processes fast Mathematisches Modell Wirtschaft Stochastic processes Mathematical optimization Risk assessment Mathematical models Portfolio management Mathematical models Portfolio Selection (DE-588)4046834-3 gnd Risikoanalyse (DE-588)4137042-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4137042-9 (DE-588)4057633-4 |
| title | Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures |
| title_auth | Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures |
| title_exact_search | Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures |
| title_full | Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| title_fullStr | Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| title_full_unstemmed | Advanced stochastic models, risk assessment, and portfolio optimization the ideal risk, uncertainty, and performance measures by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi |
| title_short | Advanced stochastic models, risk assessment, and portfolio optimization |
| title_sort | advanced stochastic models risk assessment and portfolio optimization the ideal risk uncertainty and performance measures |
| title_sub | the ideal risk, uncertainty, and performance measures |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Mathematical optimization fast Portfolio management / Mathematical models fast Risk assessment / Mathematical models fast Stochastic processes fast Mathematisches Modell Wirtschaft Stochastic processes Mathematical optimization Risk assessment Mathematical models Portfolio management Mathematical models Portfolio Selection (DE-588)4046834-3 gnd Risikoanalyse (DE-588)4137042-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Mathematical optimization Portfolio management / Mathematical models Risk assessment / Mathematical models Stochastic processes Mathematisches Modell Wirtschaft Risk assessment Mathematical models Portfolio management Mathematical models Portfolio Selection Risikoanalyse Stochastisches Modell |
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