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Quantitative portfolio management :w...

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Brugière, Pierre.

Quantitative portfolio management :with applications in Python /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Quantitative portfolio management :Pierre Brugière.
Reminder of title:	with applications in Python /
Author:	Brugière, Pierre.
Published:	Cham, Switzerland :Springer Nature,c2020.
Description:	xii, 205 p. :ill. ;24 cm.
Subject:	Portfolio management.
ISBN:	9783030377397 (hbk.) :

Quantitative portfolio management :with applications in Python /
Brugière, Pierre.

Quantitative portfolio management :with applications in Python /Pierre Brugière. - Cham, Switzerland :Springer Nature,c2020. - xii, 205 p. :ill. ;24 cm. - Springer texts in business and economics. - Springer texts in business and economics..

Includes bibliographical references (p. 199-202) and index.

Returns and the Gaussian hypothesis -- Utility functions and theory of choice -- The Markowitz framework -- Markowitz without a risk-free asset -- Markowitz with a risk-free asset -- Performance and diversification indicators -- Risk measures and capital allocation -- Factor models -- Identification of the factors -- Exercises and problems.

ISBN: 9783030377397 (hbk.) :NT$1489Subjects--Topical Terms:

186383
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Quantitative portfolio management :with applications in Python /
LDR:01120cam a2200229 a 4500 001 593771
003 OCoLC
005 20210728033014.0
008 210812s2020 sz a b 001 0 eng d
020 $a 9783030377397 (hbk.) : $c NT$1489
020 $a 3030377393 (hbk.)
020 $z 9783030377403 (ebook)
035 $a (OCoLC)1128727315
035 $a on1128727315
040 $a YDX $b eng $c YDX $d OCLCQ $d OCLCF $d S2H $d OCLCO $d SINLB $d OCLCO $d OCL
050 4 $a HG4529.5
082 0 4 $a 332.6 $2 23
100 1 $a Brugière, Pierre. $3 885362
245 1 0 $a Quantitative portfolio management : $b with applications in Python / $c Pierre Brugière.
260 $a Cham, Switzerland : $b Springer Nature, $c c2020.
300 $a xii, 205 p. : $b ill. ; $c 24 cm.
490 1 $a Springer texts in business and economics
504 $a Includes bibliographical references (p. 199-202) and index.
505 0 $a Returns and the Gaussian hypothesis -- Utility functions and theory of choice -- The Markowitz framework -- Markowitz without a risk-free asset -- Markowitz with a risk-free asset -- Performance and diversification indicators -- Risk measures and capital allocation -- Factor models -- Identification of the factors -- Exercises and problems.
650 0 $a Portfolio management. $3 186383
650 0 $a Economics, Mathematical. $3 182903
650 0 $a Statistics. $3 182057
650 0 $a Application software. $3 200645
830 0 $a Springer texts in business and economics. $3 557968

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HG4529.5 B891 2020

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