Risk and Portfolio Analysis:
Principles and Methods
Hult, H., Lindskog, F., Hammarlid, O., Rehn, C. J.
Springer Series in Operations Research and Financial Engineering, Springer 2012
The software "R", which was used for all graphics and numerical computations, is a free statistical software package available for free download. An introduction to "R" can be found at http://www.r-project.org/ where manuals are found in the menu to the left. Before you run the "R" code below for the examples in the book, download the zip file data.zip and save it in a folder named "Data".
Errata Please let us know if you find errors or typos.
|Published by: Filip Lindskog
Updated: July, 2012