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Quantitative Portfolio Management with Applications in Python Springer Texts in Business and Economics
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References – Quantitative Economics with Python ~ Finite Markov chains and algorithmic applications. Volume 52. Cambridge University Press, 2002. [Janich94] K Jänich. Linear Algebra. Springer Undergraduate Texts in Mathematics and Technology. Springer, 1994. [JYC88] Robert J. Shiller John Y. Campbell. The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors.
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Quantitative Portfolio Management Course ~ A best in class introductory course to quantitative portfolio management. Learning from the very first minute with Python language, from capital allocation methods to risk metrics, without forgetting asset pricing models and factor investing. Easy to progress, full of practice, programming exercises, and quite a remarkable synthesis of concepts .
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: Quantitative Investment Portfolio Analytics In ~ It’s a very small 123-page book, so don’t expect to be taught R programming and don’t expect derivations and long-winded explanations of complex portfolio analysis methods. The book is designed for those who know a bit about R programming (the more experience the better) and who understand the fundamentals of quantitative measures of .
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