Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization
The Ideal Risk, Uncertainty, and Performance Measures
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization The finance industry is seeing increased interest in new risk measures and techniques for portfolio optimization when parameters of the model are uncertain. 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 illustr…
Mehr
CHF 61.00
Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)
Versandkostenfrei
Produktdetails
Weitere Autoren: Stoyanov, Stoyan V. / Rachev, Svetlozar T.
- ISBN: 978-0-470-25360-1
- EAN: 9780470253601
- Produktnummer: 13800679
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 2008
- Seitenangabe: 416 S.
- Plattform: PDF
- Masse: 3'692 KB
Über den Autor
Svetlozar T. Rachev, PhD, Doctor of Science, is Chair-Professor at the University of Karlsruhe in the School of Economics and Business Engineering; Professor Emeritus at the University of California, Santa Barbara; and Chief-Scientist of FinAnalytica Inc. Stoyan V. Stoyanov, PhD, is the Chief Financial Researcher at FinAnalytica Inc. Frank J. Fabozzi, PhD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
100 weitere Werke von Frank J. Fabozzi:
The Handbook of European Structured Financial Products
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 100.00
Credit Derivatives
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 80.00
Equity Valuation and Portfolio Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 61.00
The Theory and Practice of Investment Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 67.00
The Global Money Markets
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 70.00
A Probability Metrics Approach to Financial Risk Measures
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 153.00
Mortgage-Backed Securities
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 59.00
The Mathematics of Financial Modeling and Investment Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 100.00
Financial Models with Levy Processes and Volatility Clustering
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 71.00
Financial Modeling of the Equity Market
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 65.00
Structured Products and Related Credit Derivatives
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 61.00
Quantitative Equity Investing
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 61.00
Quantitative Equity Investing
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 61.00
Analysis of Financial Statements
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 51.00
Analysis of Financial Statements
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 61.00
The Basics of Financial Econometrics
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 81.00
Mathematical Methods for Finance
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 81.00
The Basics of Financial Econometrics
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 81.00
Robust Equity Portfolio Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 81.00
Robust Portfolio Optimization and Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 65.00
The Handbook of Municipal Bonds
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 113.00
Probability and Statistics for Finance
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 61.00
The Theory and Practice of Investment Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 61.00
Handbook of Fixed Income Securities
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 313.45
Encyclopedia of Financial Models, Volume III
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 296.00
The Handbook of Mortgage-Backed Securities, 7th Edition
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 98.65
Entrepreneurial Finance and Accounting for High-Tech Companies
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 134.15
The Handbook of Financial Instruments
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 151.00
Encyclopedia of Financial Models, Volume III
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 296.00
The Handbook of Commodity Investing
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 67.00
Leveraged Finance
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 54.00
Securities Finance
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 71.00
Financial Management and Analysis Workbook
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 44.00
Measuring and Controlling Interest Rate and Credit Risk
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 75.00
Interest Rate, Term Structure, and Valuation Modeling
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 85.00
Mortgage-Backed Securities
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 61.00
Handbook of Mortgage-Backed Securities
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 318.10
Financial Advice and Investment Decisions
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 90.00
Encyclopedia of Financial Models
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 867.00
Mathematical Methods for Finance
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 81.00
Financial Risk Management
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (EPUB Format)
CHF 18.00
Portfolio Construction and Analytics
The Ideal Risk, Uncertainty, and Performance Measures
The Ideal Risk, Uncertainty, and Performance Measures
Ebook (PDF Format)
CHF 93.00
Bewertungen
Anmelden