Sign-In
Cart
Quantitative Portfolio Management: With Applications in Python
Hardcover
Series: Springer Texts in Business and Economics
Business GeneralGeneral ComputersGeneral Mathematics
ISBN13: 9783030377397
Publisher: Springer Nature
Published: Mar 29 2020
Pages: 205
Weight: 1.07
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
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-financing portfolios and absence of arbitrage opportunities are extensively used and enable the translation of all the mathematical concepts in an easily interpretable way.
All the results, tested with Python programs, are demonstrated rigorously, often using geometric approaches for optimization problems and intrinsic approaches for statistical methods, leading to unusually short and elegant proofs. The statistical methods concern both parametric and non-parametric estimators and, to estimate the factors of a model, principal component analysis is explained. The presented Python code and web scraping techniques also make it possible to test the presented concepts on market data.
This book will be useful for teaching Masters students and for professionals in asset management, and will be of interest to academics who want to explore a field in which they are not specialists. The ideal pre-requisites consist of undergraduate probability and statistics and a familiarity with linear algebra and matrix manipulation. Those who want to run the code will have to install Python on their pc, or alternatively can use Google Colab on the cloud. Professionals will need to have a quantitative background, being either portfolio managers or risk managers, or potentially quants wanting to double check their understanding of the subject.
Also in
General Mathematics
The Golden Number: Pythagorean Rites and Rhythms in the Development of Western Civilization
Ghyka, Matila C.
Hardcover
How It All Works: All Scientific Laws and Phenomena Illustrated & Demonstrated
Dant, Adam
Clegg, Brian
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Leighton, Robert B.
Sands, Matthew
Feynman, Richard P.
Paperback
Oliver Byrne's Elements of Euclid: The First Six Books with Coloured Diagrams and Symbols (Art Meets Science Edition)
Art Meets Science
Hardcover
Math Practice Workbook Grades 6-8: 1000+ Questions You Need to Kill in Middle School by Brain Hunter Prep
Brain Hunter Prep
Paperback
Who Gets What -- And Why: The New Economics of Matchmaking and Market Design
Roth, Alvin E.
Paperback
The Art of Strategy: A Game Theorist's Guide to Success in Business and Life
Dixit, Avinash K.
Nalebuff, Barry J.
Paperback
Tomoko Fuse's Amazing Kusudama Origami: Geometric Paper Art from Japan's Leading Expert!
Fuse, Tomoko
Paperback
Mastering Essential Math Skills Book 2, Bilingual Edition - English/Spanish
Fisher, Richard W.
Paperback
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Hardcover
The Great Math War: How Three Brilliant Minds Fought for the Foundations of Mathematics
Bardi, Jason Socrates
Hardcover
Math Games with Bad Drawings: 75 1/4 Simple, Challenging, Go-Anywhere Games--And Why They Matter
Orlin, Ben
Hardcover
Counting with - Contando Con Frida (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Quadrivium: The Four Classical Liberal Arts of Number, Geometry, Music, & Cosmology
Ashton, Anthony
Sutton, Daud
Lundy, Miranda
Hardcover
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
50 Math Tricks That Will Change Your Life: Mentally Solve the Impossible in Seconds
Zakowich, Tanya
Paperback
Vector: A Surprising Story of Space, Time, and Mathematical Transformation
Arianrhod, Robyn
Hardcover
New York Post Fiendish Sudoku: The Official Utterly Addictive Number-Placing Puzzle
Gould, Wayne
Paperback
Touchthinklearn: Numbers: (Board Books for Baby Learners, Touch Feel Books for Children)
Deneux, Xavier
Hardcover
Quantum Mechanics Done Right: The Shortest Path from Novice to Researcher
Freericks, James K.
Hardcover
A Mind for Numbers: How to Excel at Math and Science (Even If You Flunked Algebra)
Oakley, Barbara
Paperback
ALEKS Math Placement Test Prep 2026: 1200 Verified Practice Questions with Accurate Answer Keys, Step-by-Step Worked Solutions, and Clear Concept Expl
Publishing, Kettford
Reid, Marcus L.
Paperback
Secrets of Mental Math: The Mathemagician's Guide to Lightning Calculation and Amazing Math Tricks
Shermer, Michael
Benjamin, Arthur
Paperback
Un Elefante: Numbers / Números (Bilingual: English/Spanish): A Bilingual Counting Book
Stein, Ariana
Rodriguez, Patty
Hardcover
Sudoku for Brain Fitness: 90-Day Challenge to Sharpen the Mind and Strengthen Cognitive Skills
Demyanovich, Julie
Clontz, Steven
Paperback
Building Thinking Classrooms in Mathematics, Grades K-12: 14 Teaching Practices for Enhancing Learning
Liljedahl, Peter
Paperback
WorkKeys Study Guide and Practice Test Questions: ACT WorkKeys Exam Prep and Review Book with Applied Mathematics, Locating Information, and Reading f
Trivium Exam Prep Team
Paperback
Talentos Ocultos: La Genialidad No Tiene Color. La Fuerza No Tiene Género. El Valor No Tiene Límite.
Shetterly, Margot Lee
Paperback
Concrete Mathematics: A Foundation for Computer Science
Patashnik, Oren
Knuth, Donald
Graham, Ronald
Hardcover
180 Days(r) Math for First Grade: Practice, Assess, Diagnose
Smith, Jodene
Smith, Jodene Lynn
Paperback
Number Systems and the Foundations of Analysis
Mendelson, Elliott
Dudley, Underwood
Mathematics
Paperback
Medical Dosage Calculations for Dummies
Snyder, Richard W.
Depuente, Vanessa
Schoenborn, Barry
Paperback
The Beginner's Guide to Constructing the Universe: The Mathematical Archetypes of Nature, Art, and Science
Schneider, Michael S.
Paperback
300 Math CrossWords: Addition, Subtraction, Multiplication, and Division Math CrossWords Grade 3 and Above, Age +8
Martin, Josh Ortiz
Paperback
Reaching for the Extreme: How the Quest for the Biggest, Fewest, and Weirdest Makes Math
Stewart, Ian
Hardcover
Math Fundamentals 3 - Geometry: For Middle School - A Quickstudy Laminated Reference Guide
Wright, Susan
Expolog
Warren, Peggy
Other
Sciencia: Mathematics, Physics, Chemistry, Biology, and Astronomy for All
Betts, Moff
Tweed, Matt
Watkins, Matthew
Hardcover
30 More Math Mysteries Kids Can't Resist!: Quick & Clever Mysteries That Boost Problem-Solving Skills
Lee, Martin
Paperback
Machine Learning with PyTorch and Scikit-Learn: Develop machine learning and deep learning models with Python
Liu, Yuxi (Hayden)
Mirjalili, Vahid
Raschka, Sebastian
Paperback
It's All a Game: The History of Board Games from Monopoly to Settlers of Catan
Donovan, Tristan
Paperback