WEBBooks. The second purpose of this site is to offer additional information to the books I have written and to provide complimentary material. Analysis of Integrated and Cointegrated …
See results only from pfaffikus.deR Packages
The exception to this rule is the package mcrp, which is only provided on GitHub. …
Books
Books Overview. You will find the links to the dedicated pages for the books in the …
Talks
Talks Overview. You will find the links to the dedicated pages for conferences in the …
Imprint
Imprint - Pfaffikus
WEBExperienced Director with a demonstrated history of working in the investment management industry. Skilled in Market Risk, Portfolio Optimization, ML-/AI methods, …
bpfaff (Bernhard Pfaff) · GitHub
WEBBernhard Pfaff bpfaff. Follow. 121 followers · 1 following. http://www.pfaffikus.de. Achievements. Beta Send feedback. Block or Report. Popular repositories. vars Public. Multivariate Time Series …
Financial Risk Modelling and Portfolio Optimization with R
WEBAug 16, 2016 · This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that …
Financial Risk Modelling and Portfolio Optimization with R
WEBChapter 2 brief course in the R language and presents the FRAPO package accompanying book. For the reader completely unacquainted with R, this chapter cannot a more …
Financial Risk Modelling and Portfolio Optimization With R : Pfaff ...
WEBIntroduces stylized facts, loss function and risk measures, conditional and unconditional modelling of risk; extreme value theory, generalized hyperbolic distribution, volatility …
Financial Risk Modelling and Portfolio Optimization with R, 2nd
WEBBernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk modelling and portfolio optimization using R. This book introduces the latest techniques …
WEBBernhard Pfaff's 18 research works with 37 citations and 734 reads, including: Financial Risk Modelling and Portfolio Optimization with R: Second Edition
Bernhard Pfaff, Financial Risk Modelling and Portfolio ... - Litres
WEBFinancial Risk Modelling and Portfolio Optimization with R, 2nd Edition. Bernhard Pfaff, Invesco Global Asset Allocation, Germany. A must have text for risk modelling and …
Financial Risk Modelling and Portfolio Optimization with R
WEBIntroduces the latest techniques advocated for measuring financial market risk and portfolio optimisation, and provides a plethora of R code examples that enable the reader to …
