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Financial Risk Modelling and Portfolio Optimization with R
19 个回复 - 4288 次查看【作者(必填)】Bernhard Pfaff 【文题(必填)】Financial Risk Modelling and Portfolio Optimization with R 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://boxuesky.com/viewthread.php?tid= ...2013-6-5 22:20 - lipj - 求助成功区

Financial Risk Modelling and Portfolio Optimization with R.pdf
6 个回复 - 4166 次查看 Financial Risk Modelling and Portfolio Optimization with R Bernhard Pfaff Invesco Global Strategies, Germany Contents Preface xi List of abbreviations xiii Part I MOTIVATION 1 1 Introdu ...2017-9-1 13:06 - ryoeng - R语言论坛

Gharieh K. Towards resiliency with micro-grids: Portfolio optimization and inves
2 个回复 - 805 次查看【作者(必填)】Gharieh K.. 【文题(必填)】 Towards resiliency with micro-grids: Portfolio optimization and investment under uncertainty[J]. 【年份(必填)】 2015 【全文链接或数据库名称(选填)】ht ...2017-3-19 20:19 - cw1234 - 求助成功区

Portfolio optimization with a copula-based extension of conditional value-at-ris
2 个回复 - 698 次查看【作者(必填)】 3 【文题(必填)】 Portfolio optimization with a copula-based extension of conditional value-at-risk【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.springer.com/article/ ...2019-5-8 19:15 - internet.hzx - 求助成功区

Robust portfolio optimization with copulas
2 个回复 - 647 次查看【作者(必填)】 3 【文题(必填)】 Robust portfolio optimization with copulas【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0377221713010060#! ...2019-5-29 00:56 - internet.hzx - 求助成功区

Portfolio optimization in the presence of dependent financial returns with long
2 个回复 - 748 次查看【作者(必填)】 HeniBoubaker 【文题(必填)】 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach【年份(必填)】 2019 【全文链接或数据库名称 ...2019-12-7 22:30 - internet.hzx - 求助成功区

Financial Risk Modelling and Portfolio Optimization with R [Pfaff 2016]
14 个回复 - 7497 次查看金融风险建模和投资组合优化：R语言最新版欢迎共同学习哈！谢谢啦！【备注：SORRY！第一个附件：我有做了高亮标记！第二个附件：是全新的！请大家下载第二个附件！抱歉！】2017-8-17 09:18 - labixiaohong - R语言论坛

Portfolio optimization in the presence of dependent financial returns with long
1 个回复 - 613 次查看【作者(必填)】 HeniBoubaker[/backcolor] 【文题(必填)】 Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach【年份(必填)】 2 【全文链接或 ...2018-8-21 20:12 - internet.hzx - 求助成功区

【数据分析电子书免费下载】Portfolio_Optimization_with_R_Rmetrics英文原著pdf_下载
5 个回复 - 2382 次查看【数据分析电子书免费下载】Portfolio_Optimization_with_R_Rmetrics英文原著pdf_下载《Portfolio Optimization with R Rmetrics》英文原著，以组合优化为主，涉及金融计算诸多方面。2016-12-30 20:27 - 数据分析闯天下 - 数据分析师（CDA）专版

Financial Risk Modelling and Portfolio Optimization with R (2nd edition 2016)
21 个回复 - 5812 次查看 Financial Risk Modelling and Portfolio Optimization with R 2e (Wiley, 2016) by Bernhard Pfaff This book introduces the latest techniques advocated for measuring financial market risk and portfo ...2016-9-1 10:15 - h2h2 - 金融学（理论版）

Portfolio Optimization with R Rmetrics
13 个回复 - 4531 次查看 Portfolio Optimization with R Rmetrics大家分享2015-11-5 20:44 - 楚怀宇 - R语言论坛

求文献portfolio optimization in affine models with markov switching
3 个回复 - 519 次查看【作者(必填)】MARCOS ESCOBAR, DANIELA NEYKOVA, and RUDI ZAGST 【文题(必填)】portfolio optimization in affine models with markov switching 【年份(必填)】2015 【全文链接或数据库名称(选填)】http ...2017-7-20 16:18 - macro-quant - 求助成功区

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION
3 个回复 - 850 次查看【作者(必填)】Tomas Björk, Agatha Murgoci, Xun Yu Zhou 【文题(必填)】MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION 【年份(必填)】2012 【全文链接或数据库名称(选 ...2017-5-7 19:35 - MemMao - 求助成功区

Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bound
3 个回复 - 975 次查看【作者(必填)】 David B. BrownJames E. Smith【文题(必填)】 Management Science 【年份(必填)】 2011 vol. 57 no. 10 1752-1770 【全文链接或数据库名称(选填)】http://mansci.journal.informs.org/conte ...2012-12-15 09:04 - scxz - 求助成功区

求书： Financial Risk Modelling and Portfolio Optimization with R
17 个回复 - 5155 次查看求书： Financial Risk Modelling and Portfolio Optimization with R Author: Bernhard Pfaff Publication Date: January 14, 2013 | ISBN-10: 0470978708 | ISBN-13: 978-0470978702 | Edition: 1 ...2013-1-31 14:29 - 99rabbit - 求助成功区

【论坛首发】Financial Risk Modelling and Portfolio Optimization with R
24 个回复 - 4802 次查看热腾腾的新书啊，我在国外论坛上找到的。高清版可复制非扫描版。希望大家喜欢。另外一本新书 Handbook of Modeling High-Frequency Data in Finance 推荐给国内做高频的朋友。2013-7-15 15:32 - yiweidon - 金融学（理论版）

Financial Models with MATLAB. Portfolio Analysis and Optimization
1 个回复 - 1121 次查看 Financial Models with MATLAB. Portfolio Analysis and Optimization MATLAB Financial Toolbox provides functions for mathematical modeling and statistical analysis of financial data. You can optimize ...2016-2-14 23:16 - Nicolle - winbugs及其他软件专版

求文献Portfolio optimization with Markov-modulated stock prices
2 个回复 - 827 次查看【作者(必填)】N. Bäuerle and U. Rieder 【文题(必填)】Portfolio optimization with Markov-modulated stock prices andinterest rates, 【年份(必填)】2004 【全文链接或数据库名称(选填)】2015-7-2 22:33 - macro-quant - 求助成功区

求文献Portfolio optimization with jumps
2 个回复 - 801 次查看【作者(必填)】N. Baeuerle and U. Rieder 【文题(必填)】Portfolio optimization with jumps and unobservable intensity process 【年份(必填)】2007 【全文链接或数据库名称(选填)】2015-6-30 22:41 - macro-quant - 求助成功区

Dynamic portfolio optimization with risk control for absolute deviation model
1 个回复 - 899 次查看【作者(必填)】Mei Yua, b, Satoru Takahashi , Hiroshi Inoue , Shouyang Wang 【文题(必填)】 Dynamic portfolio optimization with risk control for absolute deviation model 【年份(必填)】2010 【全 ...2014-11-13 21:41 - elephann - 求助成功区

Portfolio optimization with CVaR
2 个回复 - 2043 次查看 This is SAS optmodel implementation of Portfolio optimization with CVaR. The sim block is a simple simulation of returns of financial instruments. You may replace it with real data observed from stock ...2014-4-19 12:06 - bobguy - SAS专版

Portfolio optimization with defaultable securities
2 个回复 - 894 次查看【作者(必填)】Jang Inwon 【文题(必填)】Portfolio optimization with defaultable securities 【年份(必填)】Doctoral Thesis, University of Illinois at Chicago， 2005 【全文链接或数据库名称(选填)】 ...2014-3-24 19:39 - ssylzz - 求助成功区

求助一本电子书financial risk modeling and portfolio optimization with r
2 个回复 - 1766 次查看求助一本书电子版pdf 1： financial risk modeling and portfolio optimization with r 多谢2014-5-26 10:25 - nankaimy - R语言论坛

A Stochastic Portfolio Optimization Model with Bounded Memory
1 个回复 - 784 次查看【作者(必填)】 Mou-Hsiung Chang Mathematics Division, U.S. Army Research Office, Research Triangle Park, North Carolina 27709 mouhsiung.chang@us.army.mil, Tao Pang Department of Mathematics, No ...2014-3-5 09:20 - lk1966mail - 求助成功区

Financial Risk Modelling and Portfolio Optimization with R
5 个回复 - 5440 次查看 2013新书，对R金融感兴趣的童鞋值得去看看，part1比较水，可以直接略过，后面两个part分别讲了风险建模和投资组合优化，除了理论之外还有相关涉及的包的简单介绍以及R的代码，挺不错的，一区里已经有坛友上传了，lz就 ...2013-7-1 18:40 - 求证1加1 - R语言论坛

先睹为快：Portfolio Optimization with R/Rmetrics
9 个回复 - 6981 次查看 http://books.google.com/books?id=keDLpq86DU4C&pg=PP1&dq=Portfolio+Optimization+with+R/Rmetrics&ei=MdWJSqOzEpOilQTik7GCCg#v=onepage&q=&f=false Portfolio Optimization with R/Rmetrics 已经在Google ...2009-8-18 06:44 - Isscaliu - R语言论坛

A dynamic programming model for fixed income portfolio optimization with multipl
2 个回复 - 986 次查看 A dynamic programming model for fixed income portfolio optimization with multiple scenarios.pdf2013-3-11 00:19 - huanghelou9 - 金融学（理论版）

Portfolio Management with Heuristic Optimization
4 个回复 - 2225 次查看 Portfolio Management with Heuristic Optimization Series: Advances in Computational Management Science, Vol. 8 Maringer, Dietmar G. 2005, XIV, 222 p., Hardcover ISBN: 978-0-387-25852-2 Portfol ...2010-10-10 22:52 - martinnyj - 金融学（理论版）

求组合投资教材一本（Portfolio Optimization with R）
0 个回复 - 1568 次查看 Portfolio Optimization with R2012-5-6 17:14 - lipj - 计量经济学与统计软件

Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes
46 个回复 - 11954 次查看 <P ><FONT face="Times New Roman">Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and <st1:place w:st="on">S+Bayes 7.86Mb</st1:place><o:p></o:p></FON ...2006-11-12 21:48 - yiyo900 - 计量经济学与统计软件

Portfolio Optimization with Stochastic Dominance
1 个回复 - 2058 次查看 2005-2-1 10:22 - allen - 金融学（理论版）

Portfolio Optimization with Spectral Measures of Risk
0 个回复 - 1165 次查看 Portfolio Optimization with Spectral Measures of Risk2010-1-7 23:53 - zengyan1984 - 论文版

Dynamic portfolio optimization with risk control for absolute deviation model
0 个回复 - 1385 次查看 Dynamic portfolio optimization with risk control for absolute deviation model2010-1-7 23:29 - zengyan1984 - 论文版

A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities
0 个回复 - 1206 次查看 A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities2010-1-7 23:23 - zengyan1984 - 论文版

免費 PORTFOLIO OPTIMIZATION WITH HEDGE FUNDS:
8 个回复 - 2074 次查看 PORTFOLIO OPTIMIZATION WITH HEDGE FUNDS: Conditional Value At Risk And Conditional Draw-Down At Risk For Portfolio Optimization With Alternative Investments Stephan J¨ohri Supervisor: PD Dr. Di ...2009-8-2 22:29 - martinnyj - 金融学（理论版）

Portfolio Optimization with RRmetrics: New Ebook
3 个回复 - 2973 次查看 http://www.rmetrics.org/documentation.htmHope someone can share it.2009-5-12 16:04 - waterhorse - R语言论坛

谁有这本书：Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bay
8 个回复 - 3008 次查看谁有这本书： Introduction to Modern Portfolio Optimization with NuOPT, S-PLUS and S+Bayes 欲购买2006-10-13 01:21 - hmis - R语言论坛

谁有这本书：Introduction to Modern Portfolio optimization with NUOPT and S-PLUS 的数据和程序
2 个回复 - 1796 次查看谁有这本书：Introduction to Modern Portfolio optimization with NUOPT and S-PLUS 的数据和程序文件？谢谢给我发一份！chil_dren@163.com 2009-2-24 17:54 - wangzq198493 - R语言论坛

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