Wiley Global Finance Executive Select

2 primary works

Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization

by Svetlozar T. Rachev, Stoyan V. Stoyanov, and Frank J. Fabozzi

Published 1 January 2008

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.

Risk and Uncertainty

by Svetlozar T. Rachev, Stoyan V. Stoyanov, and Frank J Fabozzi, Cfa

Published 1 January 2011