Reproducible finance with R : code flows and shiny apps for portfolio analysis

Jonathan K. Regenstein, Jr.

Asset prices to returns -- Building a portfolio -- Concluding returns -- Standard deviation -- Skewness -- Visualizing rolling kurtosis -- Shiny app skewness and kurtosis -- Concluding risk -- Portfolio theory -- Sharpe ratio -- Concluding portfolio theory -- Practice and applications -- Monte Carlo simulation -- Appendix: further reading -- Index

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Year of publication:	[2019]
Authors:	Regenstein, Jonathan K.
Publisher:	Boca Raton : CRC Press
Subject:	Portfolio-Management \| Portfolio selection \| Programmiersprache \| Programming language \| Software
Description of contents:	Table of Contents [gbv.de]

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Extent:	xvii, 230 Seiten Illustrationen
Series:	A Chapman & Hall book Chapman & Hall/CRC the R series
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-138-48422-1 ; 978-1-138-48403-0
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011890891