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Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis.
Appartenance & droits
2019
229
134.77-REGEN
PORTFOLIO MANAGEMENT ; CAPITAL ASSETS PRICING MODEL ; PROBABILITIES ; SOFTWARE
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [available] |
Comment :
ISBN 13 : 978-1138484030
Contents :
1. Introduction
Returns
2. Asset Prices to Returns
3. Building a Portfolio
Concluding Returns
Risk
4. Standard Deviation
5. Skewness
6. Kurtosis
Concluding Risk
Portfolio Theory
7. Sharpe Ratio
8. CAPM
9. Fama French
Concluding Portfolio Theory
Practice and Applications
10. Component Contribution to Standard Deviation
11. Monte Carlo Simulation
Concluding Practice Applications
Nbre volumes : 0
Language : English
Series : THE R SERIES
Location : Nice Library
Material : Paper
Statement : Présent
Owner : Bibliothèque