Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis (Chapman & Hall/CRC The R Series)

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