| 000 | 01171cam a2200265 i 4500 | ||
|---|---|---|---|
| 001 | 19117286 | ||
| 003 | ZET-ke | ||
| 005 | 20210602124855.0 | ||
| 008 | 160602s2016 enk b 001 0 eng | ||
| 010 | _a 2016016544 | ||
| 020 | _a9781119119661 (cloth) | ||
| 020 | _z9781119119685 (epub) | ||
| 040 |
_aDLC _beng _cDLC _erda _dDLC |
||
| 050 | 0 | 0 |
_aHG106 _b.P484 2016 |
| 100 | 1 |
_aPfaff, Bernhard, _eauthor. |
|
| 245 | 1 | 0 |
_aFinancial risk modelling and portfolio optimization with R / _cBernhard Pfaff. |
| 250 | _aSecond edition. | ||
| 300 |
_axvii, 426 pages ; _c24 cm |
||
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | _aA 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. | ||
| 650 | 0 |
_aFinancial risk _xMathematical models. |
|
| 650 | 0 |
_aPortfolio management. _92329 |
|
| 650 | 0 | _aR (Computer program language) | |
| 942 |
_2lcc _cBK _kHG106 _m.P53 2016 |
||
| 999 |
_c4915 _d4915 |
||