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Financial risk modelling and portfolio optimization with R /

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Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.

Bibliographic Details
Main Author: Pfaff, Bernhard (Author)
Format: eBook
Language:English
Published: Chichester, West Sussex, United Kingdom : Wiley, 2016.
Edition:Second edition.
Series:Online access with DDA: Askews (Economics)
Subjects:
Financial risk > Mathematical models.
Portfolio management.
R (Computer program language)
Online Access:Connect to the full text of this electronic book
Description
Summary:Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.
Physical Description:1 online resource
Bibliography:Includes bibliographical references and index.
ISBN:9781119119692
1119119693
9781119119685
1119119685
9781119119678
1119119677
1119119669
9781119119661