{"product_id":"advanced-stochastic-models-risk-assessment-and-portfolio-optimization-the-ideal-risk-uncertainty-and-performance-measures-9780470053164","title":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/01\/2008\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780470053164\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 382\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.32lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 8.99h x 6.43w x 1.33d","brand":"Svetlozar T. Rachev, Frank J. Fabozzi, Stoyan V. Stoyanov","offers":[{"title":"Default Title","offer_id":41635392553141,"sku":"9780470053164","price":85.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0473\/0804\/6492\/products\/img_a71dd818-e43c-48e9-b9cd-dfe0729c9501.jpg?v=1645500873","url":"https:\/\/pastforward.org\/products\/advanced-stochastic-models-risk-assessment-and-portfolio-optimization-the-ideal-risk-uncertainty-and-performance-measures-9780470053164","provider":"Past Forward","version":"1.0","type":"link"}