Overview
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
- | Author: Jonathan K. Regenstein
- | Publisher: Chapman and Hall/CRC
- | Publication Date: Sep 20, 2018
- | Number of Pages: 230 pages
- | Language: English
- | Binding: Hardcover
- | ISBN-10: 1138484229
- | ISBN-13: 9781138484221
