Quantitative portfolio management. With applications in Python

DOI10.1007/978-3-030-37740-3zbMath1452.91005OpenAlexW4244884516MaRDI QIDQ1986365

Pierre Brugière

Publication date: 8 April 2020

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-37740-3

zbMATH Keywords

parameter estimationrisk measuresfactor modelscapital allocationoptimal portfoliosfinancial assetsMarkowitz frameworkquantitative methods

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Portfolio theory (91G10)

Uses Software

• Python

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