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Titlebook: Quantitative Portfolio Management; with Applications in Pierre Brugière Book 2020 Springer Nature Switzerland AG 2020 Markowitz theory.fact

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書目名稱Quantitative Portfolio Management
副標(biāo)題with Applications in
編輯Pierre Brugière
視頻videohttp://file.papertrans.cn/781/780949/780949.mp4
概述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 th
叢書名稱Springer Texts in Business and Economics
圖書封面Titlebook: Quantitative Portfolio Management; with Applications in Pierre Brugière Book 2020 Springer Nature Switzerland AG 2020 Markowitz theory.fact
描述.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. The concepts of investment portfolios, self-financing portfolios and absence of arbitrage opportunities are extensively used and enable the translation of all the mathematical concepts in an easily interpretable way...All the results, tested with Python programs, are demonstrated rigorously, often using geometric approaches for optimization problems and intrinsic approaches for statistical methods, leading to unusually short and elegant proofs. The statistical methods concern both parametric and non-parametric estimators and, to estimate the factors of a model, principal component analysis is explained. The presented Python code and web scraping techniques also make it possible to test the presented concepts on market data...This book will be useful for teaching Masters students and for professionals in asset management, and will be of interest to academics who want to explore a field in which they are not specialists. The ideal pre-requisites consist of undergraduate probability and stati
出版日期Book 2020
關(guān)鍵詞Markowitz theory; factor models; APT models; principal component analysis; Python code; 91G10, 91D70; risk
版次1
doihttps://doi.org/10.1007/978-3-030-37740-3
isbn_softcover978-3-030-37742-7
isbn_ebook978-3-030-37740-3Series ISSN 2192-4333 Series E-ISSN 2192-4341
issn_series 2192-4333
copyrightSpringer Nature Switzerland AG 2020
The information of publication is updating

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Pierre Brugièretions and giant untapped markets are only now waking up. For many years proposals have been made about using the Sahara desert as a place where a gigantic solar farm would be able to power the world. But is solar energy always the best solution out there? What can hold it back? What are some major d
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Pierre Brugièrestatic panel data method and Root Mean Square Error methodologies for the period of 1990–2018. As more specifically, the purpose was to evaluate the effects of the consumption in nonrenewable and ecological energy resources on CO. emissions. Under the related purpose, the variables of CO. emissions,
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Pierre Brugièreumanly sustainable. This diverse sustainable housing production challenge necessitates multidisciplinary stakeholders’ effective collaboration on the R&D actions. To form the global collaboration platform, the . was established in 2010. ZEMCH is an acronym of . which was conceptualised with the aim
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Book 2020structured way, in a minimum number of pages. The concepts of investment portfolios, self-financing portfolios and absence of arbitrage opportunities are extensively used and enable the translation of all the mathematical concepts in an easily interpretable way...All the results, tested with Python
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