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

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

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

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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.