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Analyzing Financial Data and Implementing Financial Models Using R

Ang, Clifford S. - 2015

This book is a comprehensive introduction to financial modeling that teaches advanced undergraduate and graduate students in finance and economics how to use R to analyze financial data and implement financial models. This text will show students how to obtain publicly available data, manipulate...

Persistent link: https://www.econbiz.de/10012402086

Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing

Zaremba, Adam - 2017

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70...

Persistent link: https://www.econbiz.de/10012397133

Postmodern Portfolio Theory : Navigating Abnormal Markets and Investor Behavior

Chen, James Ming - 2016

This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations, evaluates portfolio risk according to the first four moments of any statistical distribution: mean, variance, skewness, and excess kurtosis. In pursuit of financial models that...

Persistent link: https://www.econbiz.de/10012398044

Econometric Analysis of Carbon Markets : The European Union Emissions Trading Scheme and the Clean Development Mechanism

Chevallier, Julien - 2012

at those with a basic understanding of time series econometrics, this book will be extremely useful for researchers and … especially those in econometrics and carbon finance. The material is also appropriate for students (advanced undergraduates, MSc …, MBA) in the field of econometrics, energy and environmental economics. Readers are supplied with hyperlinks to data and R …

Persistent link: https://www.econbiz.de/10014015531

Applied Quantitative Finance : Theory and Computational Tools

Härdle, Wolfgang - 2002

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical problems in quantitative finance. The combination of practice and theory supported by computational tools is reflected in the selection of topics as well as in a finely tuned...

Persistent link: https://www.econbiz.de/10013523096

Portfolio Selection Using Multi-Objective Optimisation

Agarwal, Saurabh - 2017

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective...

Persistent link: https://www.econbiz.de/10012397286

Sustainable Asset Accumulation and Dynamic Portfolio Decisions

Chiarella, Carl - 2016

This book examines sustainable wealth formation and dynamic decision-making. The global economy experienced a veritable meltdown of asset markets in the years 2007-9, where many funds were overexposed to risky returns and suffered considerable losses. On the other hand, the long-term upswing in...

Persistent link: https://www.econbiz.de/10012398151

Handbook of Recent Advances in Commodity and Financial Modeling : Quantitative Methods in Banking, Finance, Insurance, Energy and Commodity Markets

Consigli, Giorgio (ed.); Stefani, Silvana (ed.); … - 2018

This handbook includes contributions related to optimization, pricing and valuation problems, risk modeling and decision making problems arising in global financial and commodity markets from the perspective of Operations Research and Management Science. The book is structured in three parts,...

Persistent link: https://www.econbiz.de/10012396529

Strategic and Tactical Asset Allocation : An Integrated Approach

Lumholdt, Henrik - 2018

This book covers each step in the asset allocation process, addressing as many of the relevant questions as possible along the way. How can we formulate expectations about long-term returns? How relevant are valuations? What are the challenges to optimizing the portfolio? Can factor investing...

Persistent link: https://www.econbiz.de/10012396824

Advances in the Practice of Public Investment Management : Portfolio Modelling, Performance Attribution and Governance

Bulusu, Narayan (ed.); Coche, Joachim (ed.); … - 2018

This book covers the latest advances in the theory and practice of public investment management. It includes the most up-to-date developments in the implementation of public asset management - including multiple contributions on portfolio allocation in varying interest-rate and credit-risk...

Persistent link: https://www.econbiz.de/10012396825

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