عنوان
پدید آورنده
موضوع
رده
HG106 .P484 2016eb
HG106
.
P484
2016eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1119119693
(Number (ISBN
9781119119692
Erroneous ISBN
9781119119661
NATIONAL BIBLIOGRAPHY NUMBER
Number
b418505
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Financial risk modelling and portfolio optimization with R /
General Material Designation
[Book]
First Statement of Responsibility
Bernhard Pfaff
EDITION STATEMENT
Edition Statement
Second edition
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index
CONTENTS NOTE
Text of Note
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
OTHER EDITION IN ANOTHER MEDIUM
Title
Financial risk modelling and portfolio optimization with R.
International Standard Book Number
9781119119661
TOPICAL NAME USED AS SUBJECT
Financial risk-- Mathematical models
Portfolio management
R (Computer program language)
DEWEY DECIMAL CLASSIFICATION
Number
332
.
0285/5133
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG106
Book number
.
P484
2016eb
PERSONAL NAME - PRIMARY RESPONSIBILITY
Pfaff, Bernhard
CORPORATE BODY NAME - ALTERNATIVE RESPONSIBILITY
Ohio Library and Information Network
ORIGINATING SOURCE
Date of Transaction
20160818071208.5
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
