Optimal Portfolio Modeling

Optimal Portfolio Modeling
Author :
Publisher : John Wiley & Sons
Total Pages : 314
Release :
ISBN-10 : 9780470260852
ISBN-13 : 0470260858
Rating : 4/5 (858 Downloads)

Book Synopsis Optimal Portfolio Modeling by : Philip McDonnell

Download or read book Optimal Portfolio Modeling written by Philip McDonnell and published by John Wiley & Sons. This book was released on 2008-05-02 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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