Optimal portfolio modeling :
McDonnell, Philip J.
Optimal portfolio modeling : models to maximize return and control risk in excel R + CD-ROM / Philip J. McDonnell - New Jersey : John Wiley, 2008 - 1 CD-ROM
Optimal Portfolio Modeling provides readers with invaluable trading and risk control models using the most popular modeling programs-Excel and the statistical modeling language, R. Using empirical and statistical techniques, it presents modeling formulas that will allow readers to maximize the performance, minimize the drawdown, and manage the risk of their portfolios. As more smart money chases market returns, individual and professional traders need to take a more mathematical and statistically accurate approach to trading.
Investments.
Microsoft Excel (Computer file)
Portfolio management
Risk management
332.60285554 / MAC
Optimal portfolio modeling : models to maximize return and control risk in excel R + CD-ROM / Philip J. McDonnell - New Jersey : John Wiley, 2008 - 1 CD-ROM
Optimal Portfolio Modeling provides readers with invaluable trading and risk control models using the most popular modeling programs-Excel and the statistical modeling language, R. Using empirical and statistical techniques, it presents modeling formulas that will allow readers to maximize the performance, minimize the drawdown, and manage the risk of their portfolios. As more smart money chases market returns, individual and professional traders need to take a more mathematical and statistically accurate approach to trading.
Investments.
Microsoft Excel (Computer file)
Portfolio management
Risk management
332.60285554 / MAC