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

by Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA

List Price:	~~$95.00~~
Amazon Price:	$69.35 & eligible for FREE Super Saver Shipping on orders over $25.
You Save:	$25.65 (27%)
Lowest New Price:	$52.74
Availablitiy:	Usually ships in 24 hours

Editorial Reviews
Product 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.

Customers who bought this item also bought

Price is accurate as of the date/time indicated. Prices and product availability are subject to change. Any price displayed on the Amazon website at the time of purchase will govern the sale of this product.