MARC details
| 000 -LEADER |
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| fixed length control field |
03097cam a22005058i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
FlBoTFG |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20251013105659.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230113s2023 flu ob 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781003347538 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1003347533 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
9781032389332 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
9781032389349 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781000858716 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1000858715 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781000858785 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1000858782 |
| 041 ## - LANGUAGE CODE |
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| Language |
English |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.015 |
| Edition number |
23/eng/20230209 |
| Item number |
SCH |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Scheuch, Christoph, |
| 245 10 - TITLE STATEMENT |
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| Title |
Tidy finance with R / |
| Statement of responsibility, etc |
Christoph Scheuch, Stefan Voigt, and Patrick Weiss. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
First edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
CRC Press, |
| Date of publication, distribution, etc |
2023. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
268 Pages : |
| Other physical details |
33 B/W Illustrations ; |
| 505 0# - FORMATTED CONTENTS NOTE |
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| 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. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
"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"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
R (Computer program language) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Finance |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Voigt, Stefan |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Weiss, Patrick, |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://ezproxy.lib.gla.ac.uk/login?url=https://www.taylorfrancis.com/books/9781003347538">https://ezproxy.lib.gla.ac.uk/login?url=https://www.taylorfrancis.com/books/9781003347538</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
General Books |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Relator term |
author. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Chapman & Hall/CRC The R Series. |
| 506 ## - RESTRICTIONS ON ACCESS NOTE |
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| Terms governing access |
Access restricted to subscribing institutions. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| General subdivision |
Computer programs. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| General subdivision |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| General subdivision |
Mathematical models. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Titles and other words associated with a name |
(College teacher), |
| Relator term |
author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Relator term |
author. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Chapman & Hall/CRC the R series (CRC Press) |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Public note |
Connect to resource |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
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| a |
.b40358380 |
