Financial risk modelling and portfolio optimization with R
Introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured throughout the book. Financial Risk Modelling and Portfolio Optimization with R: Demonstrate...
| Main Author: | |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Hoboken, New Jersey :
Wiley
[2013]
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| Edition: | 1st edition |
| Series: | Statistics in Practice
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628266206719 |
Table of Contents:
- part I. Motivation
- part II. Risk modelling
- part III. Portfolio optimization approaches.
