About this document
Factor Model Risk Decomposition in R by Bexultan Mustafin is a document available to read on EtoBox.
The document outlines a course on Factor Model Risk Analysis in R, focusing on macroeconomic factor models, portfolio risk budgeting, and Monte Carlo simulations. It includes practical examples using hedge fund data, descriptive statistics, and regression analysis to assess risk factors and returns. Various R packages are utilized for data manipulation, visualization, and statistical testing throughout the analysis.
- Author
- Bexultan Mustafin
- Language
- EN