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Advanced stochastic models, risk ass...

Fabozzi, Frank J.

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Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Advanced stochastic models, risk assessment, and portfolio optimization :/ Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.
Reminder of title:	the ideal risk, uncertainty, and performance measures /
Author:	Rachev, S. T.
other author:	Fabozzi, Frank J.
Published:	Hoboken, N.J. :Wiley ; : c2008.,
Description:	xviii, 382 p. :ill. ;24 cm.
Series:	The Frank J. Fabozzi series
Subject:	Mathematical optimization. -
Online resource:	http://www.loc.gov/catdir/enhancements/fy0829/2008272919-t.htmlhttp://www.loc.gov/catdir/enhancements/fy0829/2008272919-t.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0829/2008272919-b.htmlhttp://www.loc.gov/catdir/enhancements/fy0829/2008272919-b.html
Online resource:	http://www.loc.gov/catdir/enhancements/fy0829/2008272919-d.htmlhttp://www.loc.gov/catdir/enhancements/fy0829/2008272919-d.html
ISBN:	047005316X

Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
Rachev, S. T.

Advanced stochastic models, risk assessment, and portfolio optimization :the ideal risk, uncertainty, and performance measures /Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi. - Hoboken, N.J. :Wiley ;c2008. - xviii, 382 p. :ill. ;24 cm. - The Frank J. Fabozzi series.

Includes bibliographical references and index.

ISBN: 047005316X

LCCN: 2008272919

Nat. Bib. No.: GBA7A1640bnbSubjects--Topical Terms:

517763
Mathematical optimization.

LC Class. No.: HG4529.5 / .R329 2008

Dewey Class. No.: 332.60151923

Advanced stochastic models, risk assessment, and portfolio optimization : = the ideal risk, uncertainty, and performance measures /
LDR:01392nam a2200265 a 45 001 771377
005 20081208
008 081009s2008 njua b 001 0 eng
010 $a 2008272919
015 $a GBA7A1640 $2 bnb
020 $a 047005316X
020 $a 9780470053164 : $c US94.95
035 $a (OCoLC)ocn174131667
035 $a fnw97000003 GO97T13085
040 $a UKM $c UKM $d YDXCP $d BTCTA $d BAKER $d IXA $d DLC
042 $a lccopycat
050 0 0 $a HG4529.5 $b .R329 2008
082 0 4 $a 332.60151923 $2 22
100 $a Rachev, S. T. $q (Svetlozar Todorov) $3 646778
245 1 0 $a Advanced stochastic models, risk assessment, and portfolio optimization : $b the ideal risk, uncertainty, and performance measures / $c Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi.
260 $a Hoboken, N.J. : $a Chichester : $c c2008. $b Wiley ; $b John Wiley [distributor],
300 $a xviii, 382 p. : $b ill. ; $c 24 cm.
440 4 $a The Frank J. Fabozzi series
504 $a Includes bibliographical references and index.
650 $a Mathematical optimization. $3 517763
650 $a Portfolio management $x Mathematical models. $3 647826
650 $a Risk assessment $x Mathematical models. $3 688126
650 $a Stochastic processes. $3 520663
700 $a Fabozzi, Frank J. $3 647490
700 $a Stoyanov, Stoyan V. $3 906695
856 4 1 $3 Table of contents only $u http://www.loc.gov/catdir/enhancements/fy0829/2008272919-t.html $z http://www.loc.gov/catdir/enhancements/fy0829/2008272919-t.html
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0829/2008272919-b.html $z http://www.loc.gov/catdir/enhancements/fy0829/2008272919-b.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/enhancements/fy0829/2008272919-d.html $z http://www.loc.gov/catdir/enhancements/fy0829/2008272919-d.html