Rachev Svetlozar T., Stoyanov Stoyan V., Fabozzi Frank J.:
Advanced Stochastic Models, Risk Assessment, and Portfolio Optimization: The Ideal Risk, Uncertainty, and Performance Measures

Frank J. Fabozzi

John Wiley & Sons , 2008
Hardcover, 382 pages
Size: 229x164 mm
ISBN: 9780470053164
ISBN-10: 047005316X

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Frank J. Fabozzi

Sylvan G. Feldstein, Phd, Is A Director In The Investment Department Of The Guardian Life Insurance Company Of America, Specializing In Tax-Exempt, Taxable, And Non-U.S. Municipal Bonds. Prior To This, He Was A Research Manager And Analyst At Major Wall Street Broker-Dealers And A Rating Agency. A Graduate Of Columbia University, Feldstein Has Won The Analyst Of The Year Award From The National Federation Of Municipal Analysts In Addition To Authoring Or Editing Four Other Municipal Bond Industry Books. <P>Frank J. Fabozzi, Phd, Cfa, Is Professor In The Practice Of Finance At Yale University's

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Svetlozar T. Rachev
Stoyan V. Stoyanov
Frank J. Fabozzi
John Wiley & Sons

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Svetlozar T. Rachev
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