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

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Bibliographic Information

Title
"Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures"
Statement of Responsibility
Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
Publisher
  • J. Wiley
Publication Year
  • c2008
Book size
24 cm

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Notes

Includes bibliographies and index

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Details 詳細情報について

  • CRID
    1971430859734291588
  • NII Book ID
    BA85888994
  • ISBN
    9780470053164
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • Hoboken, N.J.
  • Classification
  • Data Source
    • NACSIS-CAT/ILL
    • CiNii Books
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