Pfaffikus
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 Time Series with R. Financial Risk Modelling and Portfolio Optimisation with R. Modelling Financial Risks.
Bernhard Pfaff – Senior Portfolio Manager - LinkedIn Deutschland
WEBExperienced Director with a demonstrated history of working in the investment management industry. Skilled in Market Risk, Portfolio Optimization, ML-/AI methods, Asset...
- Titel: Senior Portfolio Manager Multi …
- Ort: Helaba Invest Kapitalanlage
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 Models: VAR, SVAR and SVEC. R 39 21. cccp Public. R package for solving cone constrained convex optimization problems. C++ 16 2. FRAPO Public.
Financial Risk Modelling and Portfolio Optimization with R - Bernhard …
WEB16. Aug. 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 enable the reader to...
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 dedicated course of study of the language itself, but it is rather to provide a broad overview of R and how to obtain help.
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 modelling and concepts for capturing dependencies. Explores portfolio risk concepts and optimization with risk constraints.
- Bewertungen: 9
Financial Risk Modelling and Portfolio Optimization with R, …
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 advocated for measuring financial market risk and portfolio optimization, and provides a plethora of R code examples that enable the reader to replicate the results featured ...
Bernhard Pfaff's research works
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 portfolio optimization using R. This book introduces the latest techniques advocated for measuring financial market risk and portfolio optimization, and provides a plethora of ...
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 replicate the results featured throughout the book.
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