Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures / Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi
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| | | | Advanced stochastic models, risk assessment, and portfolio optimization : the ideal risk, uncertainty, and performance measures. - Hoboken, N.J , 2008. | xviii, 382 p. : ill. ; 24 cm. | ISBN 9780470053164 (hbk.) | .-ISBN 047005316X (hbk.). | | 1. Stochastic processes 2. Mathematical optimization 3. Portfolio management - Mathematical models 4. Risk assessment - Mathematical models.I. Fabozzi, Frank J. II. Stoyanov, Stoyan V. III. Title | | Library : UiTM Shah Alam; UiTM Johor |
| Accn No. | Item Status | Add Id | Location | SMD | Item Category | 826051 | Shelf | | PTAR KAMPUS PUNCAK ALAM(PPA) | BOOK | RAK TERBUKA (OPEN SHELVES) | 832170 | Shelf | | PERPUSTAKAAN SAINS DAN TEKNOLOGI TAR(P4) | BOOK | RAK TERBUKA (OPEN SHELVES) |
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