Pfaff bernhard financial risk modelling and portfolio optimization with r bernhard pfaff p cm includes bibliographical references and index isbn 978 0 470 97870 2 cloth 1 financial risk mathematical models 2 portfolio management 3 r computer program language i title hg106p484 2013 3320285 5133 dc23 2012030904. Bernhard pfaff isbn 978 1 118 47712 0 nov 2012 376 pages select type e book e book gbp6099 hardcover o book gbp6099 vat information add to cart description 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 throughout the . Author creator pfaff bernhard author edition 2nd ed publication chichester england wiley 2016 format description book 1 online resource 497 p . 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 throughout the bookfinancial risk modelling and portfolio optimization with rdemonstrates techniques in modelling financial risks and applying portfolio optimization techniques as well as . Financial risk modelling and portfolio optimization with r 2 nd 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