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Analyzing Financial Data and Implementing Financial Models Using R|Clifford S. Ang

Analyzing Financial Data and Implementing Financial Models Using R

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Overview

Chapter 1 Prices.- Chapter 2 Individual Security Returns.- Chapter 3 Portfolio Returns.- Chapter 4 Risk.- Chapter 5 Factor Models.- Chapter 6 Risk-Adjusted Portfolio Performance Measures.- Chapter 7 Markowitz Mean-Variance Optimization.- Chapter 8 Fixed Income.- Chapter 9 Options.- Appendix A Getting Started with R. Appendix B Constructing a Hypothetical Portfolio.

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Details

  • ISBN-13: 9783030641542
  • ISBN-10: 3030641546
  • Publisher: Springer
  • Publish Date: June 2021
  • Dimensions: 9.21 x 6.14 x 1.06 inches
  • Shipping Weight: 1.87 pounds
  • Page Count: 465

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