Tidy finance with R / Christoph Scheuch, Stefan Voigt, and Patrick Weiss.

Author/creator Scheuch, Christoph
Other author Voigt, Stefan (College teacher)
Other author Weiss, Patrick.
Format Electronic
EditionFirst edition.
Publication InfoBoca Raton : CRC Press, 2023.
Descriptionpages cm
Supplemental ContentFull text available from Taylor & Francis eBooks
Subjects

Abstract "This textbook shows how to bring theoretical concepts from finance and econometrics to the data. Focusing on coding and data analysis with R, we show how to conduct research in empirical finance from scratch. We start by introducing the concepts of tidy data and coding principles using the tidyverse family of R packages. We then provide the code to prepare common open source and proprietary financial data sources (CRSP, Compustat, Mergent FISD, TRACE) and organize them in a database. We reuse these data in all the subsequent chapters, which we keep as self-contained as possible. The empirical applications range from key concepts of empirical asset pricing (beta estimation, portfolio sorts, performance analysis, Fama-French factors) to modeling and machine learning applications (fixed effects estimation, clustering standard errors, difference-in-difference estimators, ridge regression, Lasso, Elastic net, random forests, neural networks) and portfolio optimization techniques"-- Provided by publisher.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2022047386
ISBN9781032389332 (hardback)
ISBN9781032389349 (paperback)
ISBN(ebook)

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