Description: Book example: Financial Risk Modelling and Portfolio Optimisation with R
ch10. Portfolio simulation EX1-5
Data generation, Function for estimating moments, Estimates for data processes, Minimum-variance optimisations,Descriptive statistics of returns
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5. back test Descriptive statistics of returns.R
1. Data generation.R
2. function for estimating moments.R
3. Estimates for data processes.R
4. Minimum-variance optimisations.R
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