Optimal Portfolio Modeling

Book Name : Optimal Portfolio Modeling_x000D_
Models to Maximize Returns and Control Risk in Excel and R

By by Philip McDonnell

Sub Title : Models to Maximize Returns and Control Risk in Excel and R

Written by : by Philip McDonnell

Subject Category : Business

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about this book

Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline. While early chapters provide engaging insights on the statistical properties of markets, this book quickly moves on to illustrate invaluable trading and risk control models based on popular programs such as Excel and the statistical modeling language R. This reliable resource presents modeling formulas that will allow you to effectively maximize the performance, minimize the drawdown, and manage the risk of your portfolio. Wiley; May 2008 ISBN 9780470260852 Read online, or download in secure PDF format Title: Optimal Portfolio Modeling Author: Philip McDonnell Imprint: Wiley Subject categories Business > Finance Business > Investments & Securities ISBNs 0470260858 9780470117668 9780470260852 About The Author Philip J. McDonnell (Sammamish, WA) is a trader and software and trading methodologies developer who has created proprietary data collection and analysis tools for real time analysis of market direction and stock selection with an emphasis on options analysis. Prior, he handled network operations for a venture capital incubator, The Inception Group, and developed and sold an options analysis software package. He has also developed option risk management software for Charles Schwab & Co. McDonnell served as research assistant at University of California, Berkeley, School of Business, under Victor Niederhoffer. He holds degrees in mathematics and computer science from University of California, Berkeley.

About The authore

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Related subjects

Business - Finance Business - Investments & Securities

ISBN

0470260858 - 9780470117668 - 9780470260852

In The Press:

Philip J. McDonnell (Sammamish, WA) is a trader and software and trading methodologies developer who has created proprietary data collection and analysis tools for real time analysis of market direction and stock selection with an emphasis on options analysis. Prior, he handled network operations for a venture capital incubator, The Inception Group, and developed and sold an options analysis software package. He has also developed option risk management software for Charles Schwab & Co. McDonnell served as research assistant at University of California, Berkeley, School of Business, under Victor Niederhoffer. He holds degrees in mathematics and computer science from University of California, Berkeley.

Imprint

Wiley