Portfolio Optimization with R/Rmetrics

Portfolio Optimization with R/Rmetrics

Diethelm Würtz , Yohan Chalabi , William Chen
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Jan 1, 2009 · English · eBook (419 pages)
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Book Details

Format eBook
Pages 419
Language English
Published Jan 1, 2009
Publisher Finance Online GmbH

Description

This is a book about portfolio optimization from the perspective of computational finance and financial engineering. Thus the main emphasis is to briefly introduce the concepts and to give the reader a set of powerful tools to solve the problems in the field of portfolio optimization.

Genres

Business & Economics
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