KTH Mathematics


Filip Lindskog

Risk and Portfolio Analysis:
Principles and Methods

Hult, H., Lindskog, F., Hammarlid, O., Rehn, C. J.
Springer Series in Operations Research and Financial Engineering, Springer 2012
ISBN 978-1-4614-4102-1

  • Read about the book and order the book at Springer
  • Supplementary material such as R-code for the examples in the book can be found below.

Supplementary material

All the examples in the book were generated using the program "R" which is a free statistical software package available for free download. An introduction to "R" can be found at http://www.r-project.org/ and then click Manuals in the menu on the left.

Data
All the data sources for the book examples can be downloaded and should be saved to a folder titled "Data". The data source files can be downloaded as a .zip file here: data.zip.

Chapter 1

Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Chapter 8 Chapter 9

Errata Please let us know if you find errors or typos.

Published by: Filip Lindskog
Updated: July, 2012