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Philip McDonnell Optimal Portfolio Modeling. Models to Maximize Returns and Control Risk in Excel and R


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.

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Frank J. Fabozzi Portfolio Construction and Analytics


A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firms Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity.

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Bertram K. C. Chan Applied Probabilistic Calculus for Financial Engineering


Illustrates how R may be used successfully to solve problems in quantitative finance Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R provides R recipes for asset allocation and portfolio optimization problems. It begins by introducing all the necessary probabilistic and statistical foundations, before moving on to topics related to asset allocation and portfolio optimization with R codes illustrated for various examples. This clear and concise book covers financial engineering, using R in data analysis, and univariate, bivariate, and multivariate data analysis. It examines probabilistic calculus for modeling financial engineering—walking the reader through building an effective financial model from the Geometric Brownian Motion (GBM) Model via probabilistic calculus, while also covering Ito Calculus. Classical mathematical models in financial engineering and modern portfolio theory are discussed—along with the Two Mutual Fund Theorem and The Sharpe Ratio. The book also looks at R as a calculator and using R in data analysis in financial engineering. Additionally, it covers asset allocation using R, financial risk modeling and portfolio optimization using R, global and local optimal values, locating functional maxima and minima, and portfolio optimization by performance analytics in CRAN. Covers optimization methodologies in probabilistic calculus for financial engineering Answers the question: What does a «Random Walk» Financial Theory look like? Covers the GBM Model and the Random Walk Model Examines modern theories of portfolio optimization, including The Markowitz Model of Modern Portfolio Theory (MPT), The Black-Litterman Model, and The Black-Scholes Option Pricing Model Applied Probabilistic Calculus for Financial Engineering: An Introduction Using R s an ideal reference for professionals and students in economics, econometrics, and finance, as well as for financial investment quants and financial engineers.

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Eduard Bobiatynski Wachstumskonzepte im Dienstleistungsmarkt


Dienstleistungen versprechen größere Gewinnchancen als Produkte. Dieses Buch bietet ein Portfolio-Konzept, das Unternehmen ermöglicht sich mit Dienstleistungen strategisch optimal zu positionieren, und Empfehlungen, welche Kompetenzen dafür im Unternehmen aufzubauen sind.

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Gunter Löeffler Credit Risk Modeling using Excel and VBA


In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques, in this case credit. Credit Risk Modeling using Excel and VBA with DVD provides practitioners with a hands on introduction to credit risk modeling. Instead of just presenting analytical methods it shows how to implement them using Excel and VBA, in addition to a detailed description in the text a DVD guides readers step by step through the implementation. The authors begin by showing how to use option theoretic and statistical models to estimate a borrowers default risk. The second half of the book is devoted to credit portfolio risk. The authors guide readers through the implementation of a credit risk model, show how portfolio models can be validated or used to access structured credit products like CDO’s. The final chapters address modeling issues associated with the new Basel Accord.

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Optimal Portfolio Modeling: Models to Maximize Returns and ...

Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R. CD-ROM includes Models Using Excel and R (Wiley Trading Series) (Englisch) Gebundene Ausgabe – 11. März 2008 von Philip McDonnell (Autor), John Bollinger (Vorwort) Alle Formate und Ausgaben anzeigen Andere Formate und Ausgaben ausblenden

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eBook, Trading, Portfolio, Modeling, Philip J.McDonnell, Optimal Optimal Portfolio Modeling is an easily accessible introduction to portfolio modeling for those who prefer an intuitive approach to this discipline.

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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 ...

Optimal Portfolio Modeling

McDonnell, Philip J., 1949– Optimal portfolio modeling : models to maximize return and control risk in Excel and R + CD-ROM / Philip J. McDonnell.

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Philip McDonnell is the author of Optimal Portfolio Modeling (3.75 avg rating, 4 ratings, 0 reviews, published 2008), Optimal Portfolio Modeling (2.00 av...

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Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R (Wiley Trading Book 306) - Kindle edition by McDonnell, Philip. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R (Wiley ...

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Optimal Portfolio Modeling will show readers how to do this, and much more. Philip J. McDonnell (Sammamish, WA) is a trader and software/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.

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Philip McDonnell. 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 ...

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Nobody understands this better than author Philip McDonnell, and with Optimal Portfolio Modeling, he looks to share his extensive experiences in this field with you. As a thirty-year trading veteran, McDonnell knows what it takes to make it in a variety of markets, and now, by focusing on the relatively unexplored realm of money management and portfolio modeling, he'll show you how to do the ...

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John Martin McDonnell (* 8. September 1951 in Liverpool) ist ein britischer Politiker der Labour Party und seit 13. September 2015 Schatzkanzler in Jeremy Corbyns Schattenkabinett Kindheit und Jugend. Schon in früher Kindheit zog John McDonnell mit seiner Familie in ...

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Philip J. McDonnell passed away unexpectedly on September 14 in Menlo Park, where he resided with his wife of 35 years, Patricia (Whelan) McDonnell. He was born in Newark, NJ in 1949 to Philip Adrian and Catherine Theresa McDonnell. Philip Jerome was the eldest of eight children, raised on both the east and west coast. Along with his parents and seven siblings, he moved to Atherton in 1966 ...

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Get this from a library! Optimal portfolio modeling : models to maximize return and control risk in Excel and R + CD-ROM. [Philip J McDonnell;] -- Features various ideas in portfolio management. This book provides readers with trading and risk control models using various modeling programs, Excel and the statistical modeling language, R. It ...

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Optimal Portfolio Modeling: Models to Maximize Returns and ...

By Philip McDonnell. Business & Economics : Finance | Business & Economics : Investments & Securities - General. John Wiley & Sons, Inc. Publication date: May 2008 . ISBN: 9780470260852 Digital Book format: PDF (Adobe DRM) Buy PDF. List price: $ 59.99. Our price: $ 55.99. You save: $ 4.00 (7%) Finally, a book that presents modeling formulas to maximize returns and manage risk for serious ...

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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 ...

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Taylor Larimore The Bogleheads' Guide to the Three-Fund Portfolio


Twenty benefits from the three-fund total market index portfolio. The Bogleheads’ Guide to The Three-Fund Portfolio describes the most popular portfolio on the Bogleheads forum. This all-indexed portfolio contains over 15,000 worldwide securities, in just three easily-managed funds, that has outperformed the vast majority of both professional and amateur investors. If you are a new investor, or an experienced investor who wants to simplify and improve your portfolio, The Bogleheads’ Guide to The Three-Fund Portfolio is a short, easy-to-read guide to show you how.

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