Optimal Portfolio Modeling：Models to Maximize Returns and Control Risk in Excel and R

Author：Philip McDonnell

Publisher: Wiley;

Publishing date：February 8, 2008)

Language: English

ISBN-10: 0470117664

Hardcover: 297 pages （原版高清）

Specific issues explored throughout these pages include:

1.Modeling market microstructure randomness

2.The distribution of price changes—from the Reflection Principle to choosing between empirical distributions and theoretical distributions

3.Modeling risk management and debunking stop-loss myths

4.The salient properties of a good utility model and its importance in optimal long-term growth of capital at the portfolio level

5.Proper backtesting for portfolio models

6.Plus much more

注：Wiley08新书： 最优投资组合建模