Financial risk modelling and portfolio optimization with R

Financial risk modelling and portfolio optimization with R

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Pfaff, Bernhard
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Chichester, West Sussex, UK : John Wiley & Sons, 2013.
Σειρά:	Statistics in practice.
Θέματα:	Financial risk > Mathematical models. Portfolio management. R (Computer program language) BUSINESS & ECONOMICS > Finance. Portföljförvaltning. R (programspråk) Financial risk / Mathematical models. Electronic books.
Διαθέσιμο Online:	Full Text via HEAL-Link

Παρόμοια τεκμήρια

The R book /
ανά: Crawley, Michael J.
Έκδοση: (2013)

Investment theory and risk management + website /
ανά: Peterson, Steven P.
Έκδοση: (2012)

The trend following bible : how professional traders compound wealth and manage risk /
ανά: Abraham, Andrew
Έκδοση: (2013)

Trade like a casino : find your edge, manage risk, and win like the house /
ανά: Weissman, Richard L.
Έκδοση: (2011)

Inside the black box : a simple guide to quantitative and high frequency trading /
ανά: Narang, Rishi K, 1974-
Έκδοση: (2013)

Mathematical methods for finance : tools for asset and risk management /
ανά: Focardi, Sergio M.
Έκδοση: (2013)

Get wise to your advisor : how to reach your investment goals without getting ripped off /
ανά: Lockshin, Steven D.
Έκδοση: (2013)

C♯ for financial markets
ανά: Duffy, Daniel J.
Έκδοση: (2013)

Successful stock signals for traders and portfolio managers : integrating technical analysis with fundamentals to improve performance /
ανά: Lloyd, Thomas K., 1937-
Έκδοση: (2013)

Portfolio design : a modern approach to asset allocation /
ανά: Marston, Richard C.
Έκδοση: (2011)

The permanent portfolio : Harry Browne's long-term investment strategy /
ανά: Rowland, Craig, 1971-
Έκδοση: (2012)

The sector strategist : using new asset allocation techniques to reduce risk and improve investment returns /
ανά: McIntosh, Timothy J.
Έκδοση: (2012)

Nonlinear parameter optimization using R tools /
ανά: Nash, John C., 1947-
Έκδοση: (2014)

Strategic risk management : a practical guide to portfolio risk management /
ανά: Iverson, David
Έκδοση: (2013)

Postmodern investment facts and fallacies of growing wealth in a multi-asset world /
ανά: Crowder, Garry B., 1954-
Έκδοση: (2013)

Credit risk modeling using Excel and VBA /
ανά: Löffler, Gunter (Gunter Johannes)
Έκδοση: (2011)

Advanced financial risk management : tools and techniques for integrated credit Risk and interest rate risk management /
ανά: Deventer, Donald R. van, 1951-
Έκδοση: (2013)

Profiting from hedge funds : winning strategies for the little guy /
ανά: Vincent, John Konnayil
Έκδοση: (2013)

Bayesian risk management : a guide to model risk and sequential learning in financial markets /
ανά: Sekerke, Matt
Έκδοση: (2015)

The theory and practice of investment management : asset allocation, valuation, portfolio construction, and strategies /
Έκδοση: (2011)

Trading tools and tactics : reading the mind of the market /
ανά: Capra, Greg
Έκδοση: (2011)

Nonparametric hypothesis testing : rank and permutation methods with applications in R /
Έκδοση: (2014)

Journal of Asset Management and Financing
Έκδοση: (2016)

The risk of trading : mastering the most important element in financial speculation /
ανά: Toma, Michael, 1966-
Έκδοση: (2012)

Swing and day trading evolution of a trader /
ανά: Bulkowski, Thomas N., 1957-
Έκδοση: (2013)

The manual of ideas : the proven framework for finding the best value investments /
ανά: Mihaljevic, John, 1976-
Έκδοση: (2013)

Counterparty credit risk, collateral and funding : with pricing cases for all asset classes /
ανά: Brigo, Damiano, 1966-
Έκδοση: (2013)

Bubble value at risk : a countercyclical risk management approach /
ανά: Wong, Max C. Y. (Max Chan Yue)
Έκδοση: (2013)

Ανάλυση και διαχείριση χρηματοοικονομικών κινδύνων : πολυκριτήριες προσεγγίσεις /
ανά: Ζοπουνίδης, Κωνσταντίνος
Έκδοση: (1998)

Value at risk and conditional value at risk : μια θεωρητική προσέγγιση
ανά: Μαυροειδή, Ειρήνη
Έκδοση: (2016)

The mathematics of financial modeling and investment management /
ανά: Focardi, Sergio M.
Έκδοση: (2004)

Adaptive tests of significance using permutations of residuals with R and SAS /
ανά: O'Gorman, Thomas W.
Έκδοση: (2012)

401(k) day trading : the art of cashing in on a shaky market in minutes a day /
ανά: Schmitt, Richard, 1956-
Έκδοση: (2011)

Correlation risk modeling and management : an applied guide including the Basel III correlation framework-- with interactive models in Excel/VBA /
ανά: Meissner, Gunter, 1957-
Έκδοση: (2014)

Trade the Congressional effect how to profit from Congress's impact on the stock market /
ανά: Singer, Eric
Έκδοση: (2012)

The agile architecture revolution : how cloud computing, REST-based SOA, and mobile computing are changing enterprise IT /
ανά: Bloomberg, Jason, 1961-
Έκδοση: (2013)

Robust equity portfolio management + website : formulations, implementations, and properties using MATLAB /
ανά: Kim, Woo Chang (Associate professor)
Έκδοση: (2015)

Fat-Tailed and skewed asset return distributions : Implications for risk management, portfolio selection, and option pricing /
ανά: Rachev, Svetlozar T.
Έκδοση: (2005)

Energy trading and risk management : a practical approach to hedging, trading and portfolio diversification /
ανά: Mack, Iris Marie
Έκδοση: (2014)

Вісник Національного технічного університету «ХПÌ». Серія: Стратегічне управління, управління портфелями, програмами та проектами
Έκδοση: (2017)

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