Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Quantitative Portfolio Management [[electronic resource] ] : with Applications in Python / / by Pierre Brugière
| Quantitative Portfolio Management [[electronic resource] ] : with Applications in Python / / by Pierre Brugière |
| Autore | Brugière Pierre |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XII, 205 p. 23 illus., 22 illus. in color.) |
| Disciplina | 332.6 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Economics, Mathematical
Statistics Application software Quantitative Finance Statistics for Business, Management, Economics, Finance, Insurance Computer Applications |
| ISBN | 3-030-37740-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996418266503316 |
Brugière Pierre
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Quantitative Portfolio Management : with Applications in Python / / by Pierre Brugière
| Quantitative Portfolio Management : with Applications in Python / / by Pierre Brugière |
| Autore | Brugière Pierre |
| Edizione | [1st ed. 2020.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
| Descrizione fisica | 1 online resource (XII, 205 p. 23 illus., 22 illus. in color.) |
| Disciplina | 332.6 |
| Collana | Springer Texts in Business and Economics |
| Soggetto topico |
Social sciences—Mathematics
Statistics Application software Mathematics in Business, Economics and Finance Statistics in Business, Management, Economics, Finance, Insurance Computer and Information Systems Applications |
| ISBN | 3-030-37740-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910483320603321 |
|
Brugière Pierre
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||