Reproducible finance with R : code flows and shiny apps for portfolio analysis (Record no. 661006)

MARC details
000 -LEADER
fixed length control field 01825 a2200193 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 200608b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781138484030
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6028
Cutter REG
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Regenstein, Jonathan K.
245 ## - TITLE STATEMENT
Title Reproducible finance with R : code flows and shiny apps for portfolio analysis
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc Boca Raton
Date of publication, distribution, etc 2019
Place of publication, distribution, etc CRC Press
300 ## - PHYSICAL DESCRIPTION
Extent 230
520 ## - SUMMARY, ETC.
Summary, etc <br/>Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data and live Shiny applications are available at reproduciblefinance.com. The ideal reader works in finance or wants to work in finance and has a desire to learn R code and Shiny through simple, yet practical real-world examples. The book begins with the first step in data science: importing and wrangling data, which in the investment context means importing asset prices, converting to returns, and constructing a portfolio. The next section covers risk and tackles descriptive statistics such as standard deviation, skewness, kurtosis, and their rolling histories. The third section focuses on portfolio theory, analyzing the Sharpe Ratio, CAPM, and Fama French models. The book concludes with applications for finding individual asset contribution to risk and for running Monte Carlo simulations. For each of these tasks, the three major coding paradigms are explored and the work is wrapped into interactive Shiny dashboards
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Portfolio management
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Computer programs
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Building a portfolio -
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Cost, replacement price Koha item type
    Dewey Decimal Classification     Text Book Symbiosis Institute of Business Management - Hyderabad Symbiosis Institute of Business Management - Hyderabad General 16/03/2020 182 3987.89 332.6028 REG SIBMH-B-10700 16/03/2020 6135.23 Books