Advanced stochastic models, risk assessment, and portfolio optimization
Rachev, Svetlozar T
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi - Hoboken NJ : John Wiley and Sons, 2008 - 382 p.
978-0-470-05316-4
PROCESOS ESTOCASTICOS
OPTIMIZACION MATEMATICA
EVALUACION --MODELOS MATEMATICOS
ECONOMIA FINANCIERA
332.6 / R119
Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi - Hoboken NJ : John Wiley and Sons, 2008 - 382 p.
978-0-470-05316-4
PROCESOS ESTOCASTICOS
OPTIMIZACION MATEMATICA
EVALUACION --MODELOS MATEMATICOS
ECONOMIA FINANCIERA
332.6 / R119