TY  - BOOK
AU  - Pfaff,Bernhard
TI  - Financial risk modelling and portfolio optimization with R
SN  - 9781119119661 (cloth)
AV  - HG106 .P484 2016
U1  - 332.0285'5133 
PY  - 2016///
CY  - Chichester, West Sussex
PB  - John Wiley
KW  - Financial risk-- Mathematical models.
KW  - Portfolio management
KW  - R (Computer program language)
N1  - Includes bibliographical references and index
N2  - 

Accompanied by a supporting website featuring examples and case studies in R, this work examines portfolio optimisation from the perspective of computational finance and financial engineering.
ER  -