Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /
Guardado en:
| Autor principal: | |
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| Otros Autores: | , |
| Formato: | Libro |
| Lenguaje: | Inglés |
| Publicado: |
Hoboken, N.J. :
John Wiley,
2008.
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| Colección: | Frank J. Fabozzi series
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| Materias: | |
| Acceso en línea: | Contributor biographical information Publisher description Table of contents only |
| Aporte de: | Registro referencial: Solicitar el recurso aquí |
Tabla de Contenidos:
- Concepts of probability
- Optimization
- Probability metrics
- Ideal probability metrics
- Choice under uncertainty
- Risk and uncertainty
- Average value-at-risk
- Optimal portfolios
- Benchmark tracking problems
- Performance measures.