Optimal Portfolio Modeling: Models to Maximize Returns and Control Risk in Excel and R, CD-ROM includes Models Using Excel and R

Praise for Optimal Portfolio Modeling

"All too often, analysis ends with security selection. However, savvy investorsunderstand that security selection is where analysis starts. In this important contribution to the literature, Mr. McDonnell discusses position sizing, portfolio construction, utility, money management, and much more, all of which can make important contributions to your total return."
—John Bollinger, CFA, CMT, www.BollingerBands.com

"This book provides a cornucopia of practical techniques with readily accessible statistical backup for maximizing returns from systematic trading."
—Victor Niederhoffer, author of The Education of a Speculator and Practical Speculation

"What happens when stock market prices collide with a mathematician that really trades? Simple: myths are dispelled and truths are established. You are sure to learn from this book."
—Larry Williams, author of Trading Stocks & Commodities with the Insiders: Secrets of the COT Report, and Long-Term Secrets to Short-Term Trading

"I can heartily recommend this wonderful, well-organized, and well-thought-out book by a very pragmatic and bright guy. It will give the reader an excellent understanding of the mathematical nature of portfolio modeling."
—Ralph Vince, author of The Handbook of Portfolio Mathematics: Formulas for Optimal Allocation & Leverage