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

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.

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Bibliographic Details
Main Author: Pfaff, Bernhard (Author)
Format: eBook
Language:English
Published: Chichester, West Sussex, United Kingdom : Wiley, 2016.
Edition:Second edition.
Series:Online access with DDA: Askews (Economics)
Subjects:
Online Access:Click for online access