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Analyzing Financial Data and Implementing Financial Models Using R

Analyzing Financial Data and Implementing Financial Models Using R

Hardcover

Series: Springer Texts in Business and Economics

Business GeneralGeneral Mathematics

ISBN10: 3030641546
ISBN13: 9783030641542
Publisher: Springer Nature
Published: Jun 24 2021
Pages: 465
Weight: 1.87
Height: 1.06 Width: 6.14 Depth: 9.21
Language: English
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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Business General