Login

McDonnell, Philip

Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R

McDonnell, Philip - Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R, ebook

84,30€

Ebook, PDF with Adobe DRM
ISBN: 9780470260852
DRM Restrictions

Printing106 pages with an additional page accrued every 7 hours, capped at 106 pages
Copy to clipboard18 excerpts

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. This reliable resource presents modeling formulas that will allow you to effectively maximize the performance, minimize the drawdown, and manage the risk of your portfolio.

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2007
Language
en
Edition
1
Series
Wiley Trading
Page amount
352 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780470260852
Printed ISBN
9780470117668

Similar titles