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Quantitative Portfolio Management

with Applications in Python
BuchGebunden
205 Seiten
Englisch
Springererschienen am29.03.20201st ed. 2020
This self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages.mehr
Verfügbare Formate
BuchGebunden
EUR26,74
BuchKartoniert, Paperback
EUR26,74
E-BookPDF1 - PDF WatermarkE-Book
EUR53,49

Produkt

KlappentextThis self-contained book presents the main techniques of quantitative portfolio management and associated statistical methods in a very didactic and structured way, in a minimum number of pages.
Zusammenfassung
Includes exercises based on exam questions

Illustrates and expresses the main results in plain language understandable by the pure financier

Details efficient web data extraction techniques

Enables the reader with a good background in general mathematics to implement most of the results in any chosen market
Details
ISBN/GTIN978-3-030-37739-7
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2020
Erscheinungsdatum29.03.2020
Auflage1st ed. 2020
ReiheSpringer Texts in Business and Economics
Seiten205 Seiten
SpracheEnglisch
Gewicht480 g
IllustrationenXII, 205 p. 23 illus., 22 illus. in color.
Artikel-Nr.47751433
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
Returns and the Gaussian Hypothesis.- Utility Functions and the 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.mehr
Kritik
"The book contains both rigorously stated theory and practical instructions, up to instructions for programmers, it will be useful for a very wide audience, from students and teachers to experienced professionals in quantitative finance. It is written in clear, simple language and is quite interesting." (Yuliya S. Mishura, zbMATH 1452.91005, 2021)mehr

Schlagworte

Autor

Pierre Brugière is currently Associate Professor at University Paris 9 Dauphine. Previously he spent 19 years working in investment banking in London, in international banks, and 4 years in Paris in an arbitrage bank. During his career in finance he has been responsible for quant groups in fixed income, asset management and equity derivatives. In addition, in his role working for corporate equity derivatives businesses, he has been involved in structuring marketing and executing very large and strategic transactions for large companies and institutions, mainly in Europe, but also in Emerging Markets.