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Analyzing financial data and implementing financial models using R
Ang, Clifford S., (2015)
Analyzing Financial Data and Implementing Financial Models Using R
Unconditional and conditional modeling of non-normal return densities : with application to risk measurement
Chin, Elion, (1999)
Practical portfolio performance measurement and attribution
Bacon, Carl R., (2004)
Practical risk-adjusted performance measurement
Bacon, Carl R., (2013)