Tidy finance with R. (2023)

• Record Type: Book
• Further Information: Note: Christoph Scheuch, Stefan Voigt, Patrick Weiss.
• Authors: Scheuch, Christoph; (College teacher), Voigt, Stefan; Weiss, Patrick
• Contents: 1. Introduction to Tidy Finance 2. Accessing & Managing Financial Data 3. WRDS, CRSP, and Compustat 4. TRACE and FISD 5. Other Data Providers 6. Beta Estimation 7. Univariate Portfolio Sorts 8. Size Sorts and P-Hacking 9. Value and Bivariate Sorts 10. Replicating Fama and French Factors 11. Fama-MacBeth Regressions 12. Fixed Effects and Clustered Standard Errors 13. Difference in Differences 14. Factor Selection via Machine Learning 15. Option Pricing via Machine Learning 16. Parametric Portfolio Policies 17. Constrained Optimization and Backtesting Appendix A. Cover Design Appendix B. Clean Enhanced TRACE with R
• Edition: 1st
• Publisher Details: Boca Raton : Chapman & Hall/CRC
• Publication Date: 2023
• Extent: 1 online resource (250 pages), illustrations (black and white)
• Subjects: 332.015195; Finance -- Computer programs; R (Computer program language); Finance -- Econometric models; Finance -- Mathematical models
• Languages: English
• ISBNs: 9781000858785; 9781000858716
• Related ISBNs: 9781032389332; 9781032389349
• Notes: Note: Includes bibliographical references and index.; Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.