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

的是兄弟

978-3-030-37742-7Springer Nature Switzerland AG 2020

輕觸

Quantitative Portfolio Management978-3-030-37740-3Series ISSN 2192-4333 Series E-ISSN 2192-4341

排他

The Markowitz Framework,We present here the mathematical framework under which the “Markowitz problem” of maximising the expected return of a portfolio under a risk constraint is solved.