TY  - BOOK
AU  - Pfaff,Bernhard
TI  - Financial risk modelling and portfolio optimization with R
SN  - 9781119119661 (cloth)
AV  - HG106 .P484 2016
KW  - Financial risk
KW  - Mathematical models
KW  - Portfolio management
KW  - R (Computer program language)
N1  - Includes bibliographical references and index; 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.
ER  -