Optimal portfolio modeling : models to maximize return and control risk in Excel and R + CD-ROM /
"It takes more than just precise timing and picking the right stocks to achieve exceptional results in today's markets. In order to capture consistent success, you need to strike the right balance between position sizing and risk management." "Nobody understands this better than...
| Main Author: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
©2008.
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| Series: | Wiley trading.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | "It takes more than just precise timing and picking the right stocks to achieve exceptional results in today's markets. In order to capture consistent success, you need to strike the right balance between position sizing and risk management." "Nobody understands this better than author Philip McDonnell, and with Optimal Portfolio Modeling, he looks to share his extensive experiences in this field with you. As a thirty-year trading veteran, McDonnell knows what it takes to make it in a variety of markets, and now, by focusing on the relatively unexplored realm of money management and portfolio modeling, he'll show you how to do the same." "Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control models based on popular programs such as Excel and the statistical modeling language R. Through both empirical and statistical techniques, this reliable resource presents modeling formulas that will allow you to maximize the performance, minimize the drawdown, and manage the risk of your portfolio." --Book Jacket. |
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| Item Description: | Includes index. |
| Physical Description: | 1 online resource (xiv, 297 pages : : illustrations.) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781119197515 (electronic bk.) 1119197511 (electronic bk.) |