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"item_title" : "Analyzing Financial Data and Implementing Financial Models Using R",
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"item_description" : "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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Analyzing Financial Data and Implementing Financial Models Using R
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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