Enrico Schumann
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Enrico Schumann
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Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repos...
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Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.