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    Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R
    Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R
    Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R
    Ebook276 pages3 hours

    Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R

    By Philip McDonnell

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    About this ebook

    Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control models based on popular programs such as Excel and the statistical modeling language R. This reliable resource presents modeling formulas that will allow you to effectively maximize the performance, minimize the drawdown, and manage the risk of your portfolio.
    LanguageEnglish
    PublisherWiley
    Release dateMay 2, 2008
    ISBN9780470260852
    Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R

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