The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, shastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.
The presentation is organized into three parts: selected concepts of statistical decision theory, statistical decision problems, and case studies with portfolio safeguard. The text is primarily aimed at practitioners in the areas of risk management, decision making, and statistics. However, the inclusion of a fair bit of mathematical rigor renders this monograph an excellent introduction to the theory of general error, deviation, and risk measures for graduate students. It can be used as supplementary reading for graduate courses including statistical analysis, data mining, shastic programming, financial engineering, to name a few. The high level of detail may serve useful to applied mathematicians, engineers, and statisticians interested in modeling and managing risk in various applications.

Statistical Decision Problems: Selected Concepts and Portfolio Safeguard Case Studies
249
Statistical Decision Problems: Selected Concepts and Portfolio Safeguard Case Studies
249Paperback(Softcover reprint of the original 1st ed. 2014)
Product Details
ISBN-13: | 9781493953257 |
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Publisher: | Springer New York |
Publication date: | 08/19/2016 |
Series: | Springer Optimization and Its Applications , #85 |
Edition description: | Softcover reprint of the original 1st ed. 2014 |
Pages: | 249 |
Product dimensions: | 6.10(w) x 9.25(h) x (d) |