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  • 1
    Online Resource
    Online Resource
    Financial risk modelling and portfolio optimization with R / (2016)
    Chichester, West Sussex, United Kingdom :Wiley,
    Details
    UID:
    edocfu_BV043827085
    Format: 1 Online-Ressource (xx, 426 Seiten).
    Edition: Second edition
    ISBN: 9781119119685 , 978-1-119-11969-2
    Note: MOTIVATION. Introduction -- A brief course in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- RISK MODELLING. Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- PORTFOLIO OPTIMIZATION APPROACHES. Robust portfolio optimization -- Diversification reconsidered -- Risk-optimal portfolios -- Tactical asset allocation -- Probabilistic utility -- Package overview -- Time series data -- Back-testing and reporting of portfolio strategies -- Technicalities. - Includes bibliographical references and index
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-1-119-11966-1
    Language: English
    Subjects: Economics
    RVK:
    QK 810
    Keywords: Portfolio Selection ; Portfoliomanagement ; R ; Risikomanagement ; Portfoliomanagement ; R
    DOI: 10.1002/9781119119692
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Inhaltsverzeichnis
    Author information: Pfaff, Bernhard
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Online Access
    Open Access Request
    FU Berlin
    HWR Berlin
  • 2
    Online Resource
    Online Resource
    Financial risk modelling and portfolio optimization with R / (2016)
    Chichester, West Sussex, United Kingdom :Wiley,
    Details
    UID:
    almafu_9959328091702883
    Format: 1 online resource
    Edition: Second edition.
    ISBN: 9781119119692 , 1119119693 , 9781119119685 , 1119119685 , 9781119119678 , 1119119677 , 1119119669 , 9781119119661
    Series Statement: Online access with DDA: Askews (Economics)
    Content: 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.
    Note: MOTIVATION. Introduction -- A brief course in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- RISK MODELLING. Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- PORTFOLIO OPTIMIZATION APPROACHES. Robust portfolio optimization -- Diversification reconsidered -- Risk-optimal portfolios -- Tactical asset allocation -- Probabilistic utility -- Package overview -- Time series data -- Back-testing and reporting of portfolio strategies -- Technicalities.
    Additional Edition: Print version: Pfaff, Bernhard. Financial risk modelling and portfolio optimization with R. ISBN 9781119119661
    Language: English
    Subjects: Economics
    RVK:
    QK 810
    Keywords: Electronic books. ; Electronic books. ; Electronic books.
    DOI: 10.1002/9781119119692
    URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119119692
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Inhaltsverzeichnis
    URL: Click to View
    URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119119692
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Online Access
    Open Access Request
    HU Berlin
    FU Berlin
  • 3
    Online Resource
    Online Resource
    Financial risk modelling and portfolio optimization with R (2016)
    Chichester, West Sussex, United Kingdom : Wiley
    Details
    UID:
    b3kat_BV043827085
    Format: 1 Online-Ressource (xx, 426 Seiten)
    Edition: Second edition
    ISBN: 9781119119685 , 9781119119692
    Note: MOTIVATION. Introduction -- A brief course in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- RISK MODELLING. Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- PORTFOLIO OPTIMIZATION APPROACHES. Robust portfolio optimization -- Diversification reconsidered -- Risk-optimal portfolios -- Tactical asset allocation -- Probabilistic utility -- Package overview -- Time series data -- Back-testing and reporting of portfolio strategies -- Technicalities. - Includes bibliographical references and index
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-1-119-11966-1
    Language: English
    Subjects: Economics
    RVK:
    QK 810
    Keywords: Portfolio Selection ; Portfoliomanagement ; R ; Risikomanagement ; Portfoliomanagement ; R
    DOI: 10.1002/9781119119692
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Inhaltsverzeichnis
    Author information: Pfaff, Bernhard
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Online Access
    Open Access Request
    HWR Berlin
  • 4
    Online Resource
    Online Resource
    Financial risk modelling and portfolio optimization with R / (2016)
    Chichester, West Sussex, United Kingdom :Wiley,
    Details
    UID:
    edocfu_9959328091702883
    Format: 1 online resource
    Edition: Second edition.
    ISBN: 9781119119692 , 1119119693 , 9781119119685 , 1119119685 , 9781119119678 , 1119119677 , 1119119669 , 9781119119661
    Series Statement: Online access with DDA: Askews (Economics)
    Content: 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.
    Note: MOTIVATION. Introduction -- A brief course in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- RISK MODELLING. Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- PORTFOLIO OPTIMIZATION APPROACHES. Robust portfolio optimization -- Diversification reconsidered -- Risk-optimal portfolios -- Tactical asset allocation -- Probabilistic utility -- Package overview -- Time series data -- Back-testing and reporting of portfolio strategies -- Technicalities.
    Additional Edition: Print version: Pfaff, Bernhard. Financial risk modelling and portfolio optimization with R. ISBN 9781119119661
    Language: English
    Keywords: Electronic books.
    DOI: 10.1002/9781119119692
    URL: https://onlinelibrary.wiley.com/doi/book/10.1002/9781119119692
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    FU Berlin
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