عنوان
پدید آورنده
موضوع
رده
HG106 .P484 2016eb
HG106
.
P484
2016eb
کتابخانه
محل استقرار
1119119693
9781119119692
9781119119661
b418505
Financial risk modelling and portfolio optimization with R /
[Book]
Bernhard Pfaff
Second edition
1 online resource
Includes bibliographical references and index
MOTIVATION. Introduction -- A brief course in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- RISK MODELLING. Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- PORTFOLIO OPTIMIZATION APPROACHES. Robust portfolio optimization -- Diversification reconsidered -- Risk-optimal portfolios -- Tactical asset allocation -- Probabilistic utility -- Package overview -- Time series data -- Back-testing and reporting of portfolio strategies -- Technicalities
0
Financial risk modelling and portfolio optimization with R.
9781119119661
Financial risk-- Mathematical models
Portfolio management
R (Computer program language)
332
.
0285/5133
23
HG106
.
P484
2016eb
Pfaff, Bernhard
Ohio Library and Information Network
20160818071208.5
pn
مطالعه متن کتاب [Book]
Y
