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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 examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.
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Previews available in: English
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Edition | Availability |
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1
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures (Frank J. Fabozzi Series)
February 25, 2008, Wiley
Hardcover
in English
047005316X 9780470053164
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2
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
2008, John Wiley & Sons, Ltd.
Electronic resource
in English
0470253606 9780470253601
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Feedback?July 22, 2019 | Edited by MARC Bot | remove fake subjects |
June 17, 2010 | Edited by ImportBot | add details from OverDrive |
April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
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