Quantitative Portfolio Management

Pierre Brugière (brugiere@ceremade.dauphine.fr)
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Pierre Brugière: University Paris Dauphine-PSL

in Springer Texts in Business and Economics from Springer

Date: 2020
ISBN: 978-3-030-37740-3
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Chapters in this book:

Ch Chapter 1 Returns and the Gaussian Hypothesis

Pierre Brugière

Ch Chapter 10 Exercises and Problems

Pierre Brugière

Ch Chapter 2 Utility Functions and the Theory of Choice

Pierre Brugière

Ch Chapter 3 The Markowitz Framework

Pierre Brugière

Ch Chapter 4 Markowitz Without a Risk-Free Asset

Pierre Brugière

Ch Chapter 5 Markowitz with a Risk-Free Asset

Pierre Brugière

Ch Chapter 6 Performance and Diversification Indicators

Pierre Brugière

Ch Chapter 7 Risk Measures and Capital Allocation

Pierre Brugière

Ch Chapter 8 Factor Models

Pierre Brugière

Ch Chapter 9 Identification of the Factors

Pierre Brugière

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DOI: 10.1007/978-3-030-37740-3

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