English
资源说明：Optimal Portfolio Modeling：Models to Maximize Returns and Control Risk in Excel and R
Author：Philip McDonnell
Publisher: Wiley
Publishing date：February 8, 2008
Language: English
Hardcover: 297 pages （原版高清）
Specific issues explored throughout these pages include:
1.Modeling market microstructure randomness
2.The distribution of price changes—from the Reflection Principle to choosing between empirical distributions and theoretical distributions
3.Modeling risk management and debunking stop-loss myths
4.The salient properties of a good utility model and its importance in optimal long-term growth of capital at the portfolio level
5.Proper backtesting for portfolio models
6.Plus much more
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