文件名称:portfolio-simulation
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书籍源码: Financial Risk Modelling and Portfolio Optimisation with R
ch10. Portfolio simulation EX1-5
Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descr iptive statistics of returns
-Book example: Financial Risk Modelling and Portfolio Optimisation with R
ch10. Portfolio simulation EX1-5
Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descr iptive statistics of returns
ch10. Portfolio simulation EX1-5
Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descr iptive statistics of returns
-Book example: Financial Risk Modelling and Portfolio Optimisation with R
ch10. Portfolio simulation EX1-5
Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descr iptive statistics of returns
(系统自动生成,下载前可以参看下载内容)
下载文件列表
5. back test Descriptive statistics of returns.R
1. Data generation.R
2. function for estimating moments.R
3. Estimates for data processes.R
4. Minimum-variance optimisations.R