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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

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