Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

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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 e...
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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 e...
Read more
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  • ISBN: 9780470253601
  • Publication Date: Feb 13, 2008
  • Publisher: WILEY
  • Language: English
  • Format: pdf