Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

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.

Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.

Please check the description for download links if any or do a search to find alternative books.

Can't Download?
Please search mirrors if you can't find download links for "Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures" in "Description" and someone else may update the links. Check the comments when back to find any updates.

Search Mirrors
Maybe some mirror pages will be helpful, search this book at top of this page or click here to find more info.

1. Ebooks list page : 1613
2. Risk Assessment with Time to Event Models (Environmental and Ecological Risk Assessment)
3. Forensic Assessment of Violence Risk: A Guide for Risk Assessment and Risk Managemen
4. Environmental Risk Assessment: Quantitative Measures, Anthropogenic Influences, Human Impact
5. Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management
6. Optimal Portfolio Modeling, CD-ROM includes Models Using Excel and R: Models to Maximize Returns and Control Risk in Excel and R
7. Risk Budgeting: Portfolio Problem Solving with Value-at-Risk
8. Risk Budgeting: Portfolio Problem Solving with Value-at-Risk
9. Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R
10. Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation
11. Peter Grundlke - Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects
12. Managing Strategic Surprise: Lessons from Risk Management and Risk Assessment
13. Risk Management and Shareholders' Value in Banking: From Risk Measurement Models
14. Market Risk Analysis, Volume IV: Value at Risk Models
15. The Handbook of Inflation Hedging Investments: Enhance Performance and Protect Your Portfolio from Inflation Risk
16. [share_ebook] The Security Risk Assessment Handbook: A Complete Guide for Performing Security Risk Assessments