Financial risk modelling and portfolio optimization with R / Bernhard Pfaff.

By:

Pfaff, Bernhard [author.]

Material type: Text

TextEdition: Second editionDescription: xvii, 426 pages ; 24 cmISBN:

9781119119661 (cloth)

Subject(s):

LOC classification:

HG106 .P484 2016

Contents:

A brief in R -- Financial market data -- Measuring risks -- Modern portfolio theory -- Suitable distributions for returns -- Extreme value theory -- Modelling volatility -- Modelling dependence -- Robust portfolio optimization -- Diversification reconsidered -- Risk- optimal portfolios -- Tactical asset allocation -- Probabilistic utility.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Zetech Library - Mang'u Campus General Stacks	Non-fiction	HG106 .P53 2016 (Browse shelf(Opens below))	C.1	Available		Z009577

Browsing Zetech Library - Mang'u Campus shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous	No cover image available No cover image available	No cover image available No cover image available				No cover image available No cover image available		Next
Previous	HF5837 .S45 2002 Promotion and integrated marketing communications /	HF5837 .S45 2002 Promotion and integrated marketing communications /	HF6363 .N55 2015 Financial Accounting and Management Control : The Tensions and Conflicts Between Uniformity and Uniqueness /	HG106 .P53 2016 Financial risk modelling and portfolio optimization with R /	HG177 .H65 2001 Towards financial self-reliance : a handbook on resource mobilization for civil society organizations in the south /	HG181.M558 2012 Financial markets and institutions /	HG230.3 C46 2015 Economic and financial crises : a new macroeconomic analysis /	Next

Includes bibliographical references and index.

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