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

By Svetlozar T. Rachev, Stoyan Stoyanov, Frank J Fabozzi 3. 2008

190 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/63d0488bf226cb1096f7c88a61650f9f5fd2aa21