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Reproducible finance with R : code flows and shiny apps for portfolio analysis

Jonathan K. Regenstein, Jr.
Asset prices to returns -- Building a portfolio -- Concluding returns -- Standard deviation -- Skewness -- Visualizing rolling kurtosis -- Shiny app skewness and kurtosis -- Concluding risk -- Portfolio theory -- Sharpe ratio -- Concluding portfolio theory -- Practice and applications -- Monte Carlo simulation -- Appendix: further reading -- Index
Year of publication:
[2019]
Authors: Regenstein, Jonathan K.
Publisher: Boca Raton : CRC Press
Subject: Portfolio-Management | Portfolio selection | Programmiersprache | Programming language | Software
Description of contents: Table of Contents [gbv.de]
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