Optimal portfolio modeling : models to maximize return and control risk in excel R + CD-ROM / Philip J. McDonnell

By: Material type: Computer fileComputer filePublication details: New Jersey : John Wiley, 2008Description: 1 CD-ROMSubject(s): DDC classification:
  • 332.60285554 MAC 22
Summary: 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.
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Item type Current library Call number Status Date due Barcode Item holds
Book Book Calcutta 332.60285554 MAC (Browse shelf(Opens below)) Available IIMC-C124334
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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.

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