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

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2192-4333 .Details efficient web data extraction techniques.Enables th.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-

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Utility Functions and the Theory of Choice,e of A is twice the price of B. Now, when payouts are random, determining the criteria of choice between two investments is more complex, and if the expected payout of asset A is twice the expected payout of asset B, the price of A is not necessarily twice the price of B. Furthermore, when choosing

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Markowitz with a Risk-Free Asset,One of the results obtained is that, in the risk/return analysis, the parameters (., .) of any investment portfolio lay either on or inside a certain cone .. The upper side of the cone represents the efficient investment portfolios and is called the .. We show that the portfolios on the Capital Mark

Iniquitous

Performance and Diversification Indicators, which seem to be particularly relevant. Some of these indicators depend on the leverage used by the funds while others measure the intrinsic quality of the fund, i.e. its engine of performance independently from any potential leverage artefacts. The . is also explained, as it is linked to many new

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Factor Models,e assets to the risk-free rate, and incidentally explains a portion of their risks, which is called the systematic risk. If now the aim is to explain the risk, i.e. the standard deviation of the returns of all the assets, then the Tangent Portfolio may not be the best instrument to consider, as that

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