LEADER 01733nam0 22004093i 450 001 VAN00249686 005 20240806101420.627 017 70$2N$a9783030377403 100 $a20220907d2020 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aQuantitative Portfolio Management$ewith Applications in Python$fPierre Brugière 210 $aCham$cSpringer$d2020 215 $axii, 205 p.$cill.$d24 cm 410 1$1001VAN00124303$12001 $aSpringer Texts in Business and Economics$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN00249688$aQuantitative Portfolio Management$92135435 606 $a91G10$xPortfolio theory [MSC 2020]$3VANC031365$2MF 606 $a91G70$xStatistical methods; risk measures [MSC 2020]$3VANC030929$2MF 610 $aAPT models$9KW:K 610 $aFactor models$9KW:K 610 $aMarkowitz theory$9KW:K 610 $aPrincipal component analysis$9KW:K 610 $aPython code$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aRisk measures$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aBrugière$bPierre$3VANV204181$0236379 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20241115$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-030-37740-3$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00249686 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-book 4813 $e08eMF4813 20220907 996 $aQuantitative Portfolio Management$92135435 997 $aUNICAMPANIA