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

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Bibliographic Details
Main Author:	Rachev, S. T. Svetlozar Todorov
Other Authors:	Fabozzi, Frank J., Stoyanov, Stoyan V.
Format:	Book
Published:	Hoboken, N.J John Wiley [distribution] 2008
Subjects:	Stochastic processes Mathematical optimization Portfolio management > Mathematical models Risk assessment > Mathematical models
Online Access:	Click Here to View Status and Holdings.
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020	#	#	\|a 9780470053164 (hbk.)
020	#	#	\|a 047005316X (hbk.)
040	#	#	\|a UKMdITMB
090	0	0	\|a HG4529.5 \|b .R329 2008
100	1	#	\|a Rachev, S. T. \|q Svetlozar Todorov
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 \|b John Wiley [distribution] \|c 2008
300	#	#	\|a xviii, 382 p. \|b ill. \|c 24 cm
504	#	#	\|a Includes bibliographical references and index
650	#	0	\|a Stochastic processes
650	#	0	\|a Mathematical optimization
650	#	0	\|a Portfolio management \|x Mathematical models
650	#	0	\|a Risk assessment \|x Mathematical models
700	1	#	\|a Fabozzi, Frank J.
700	#	#	\|a Stoyanov, Stoyan V.
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=383788
964	#	#	\|c BOK \|d 01
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