文件名称：Optimal.Portfolio.Modeling.
文件大小：18.2MB
文件格式：PDF
更新时间：2016-03-20 06:13:31
optimal portfolio
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