£50.24

Wiley Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures: 149 (Frank J. Fabozzi Series)

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£50.24 £39.67 £41.98 £44.28 £46.59 £48.89 £51.20 10 June 2024 14 November 2024 20 April 2025 24 September 2025 28 February 2026

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Description

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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
11 April 2008
Listed Since
08 May 2007

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