Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi

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Material type: Text

TextSeries: The Frank J. Fabozzi seriesPublication details: Hoboken, N.J. : Wiley, c2008Description: 382 p. : illISBN:

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Item type	Home library	Collection	Shelving location	Call number	Status	Barcode
Books	BU Library and Learning Space	Books	Book Shelves	HG4529.5 R323A (Browse shelf(Opens below))	Available	200808070007

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Previous	HG4529.5 O237D Dynamic portfolio theory and management : using active asset allocation to improve profits and reduce risk /	HG4529.5 P427R Risk budgeting : portfolio problem solving with value-at-risk /	HG4529.5 P673T Taxation and household portfolio composition : U.S. evidence from the 1980's and 1990's	HG4529.5 R323A Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures /	HG4529.5 S776P 2003 Portfolio construction, management, and protection /	HG4529.5 S776P 2006 Portfolio construction, management, and protection /	HG4529.5 S776P 2006 Portfolio construction, management, and protection /	Next

Includes bibliographical references and index

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