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Asset Management and Robo-Advisors

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Notes

  1. 1.

    For details, please see Ikeda (2000) and Nakatsuma (2018).

  2. 2.

    This is the classic approach to portfolio selection, proposed by Markowitz (1952, 1959), and is also known as the Markowitz model.

  3. 3.

    Please see McNeil, Frey and Embrechts (2015) and others for a more detailed discussion of various types of risk indicators.

References

  • Hibiki N (2001) Financial engineering and optimization (in Japanese). Asakura Publishing Co., Ltd

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  • Ikeda M (2000) Basic monetary economics (in Japanese). Asakura Publishing Co., Ltd

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  • Markowitz H (1952) Portfolio selection. J Finance 7:77–91

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  • Markowitz H (1959) Portfolio selection: efficient diversification of investments, Wiley

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  • McNeil AJ, Frey R, Embrechts P (2015) Quantitative risk management: concepts. Revised Edition, Princeton University Press, Techniques and Tools

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  • Nakatsuma T (2018) Introduction to finance using Python (in Japanese). Asakura Publishing Co., Ltd

    Google Scholar 

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Author information

Authors and Affiliations

  1. Faculty of Economics, Keio University, Tokyo, Japan

    Teruo Nakatsuma

Authors
  1. Teruo Nakatsuma
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Correspondence to Teruo Nakatsuma .

Editor information

Editors and Affiliations

  1. Faculty of Economics, Keio University, Tokyo, Japan

    Sahoko Kaji

  2. Faculty of Economics, Keio University, Tokyo, Japan

    Teruo Nakatsuma

  3. Institution for a Global Society Corporation, and Faculty of Economics, Keio University, Tokyo, Japan

    Masahiro Fukuhara

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Nakatsuma, T. (2021). Asset Management and Robo-Advisors. In: Kaji, S., Nakatsuma, T., Fukuhara, M. (eds) The Economics of Fintech. Springer, Singapore. https://doi.org/10.1007/978-981-33-4913-1_13

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  • DOI: https://doi.org/10.1007/978-981-33-4913-1_13

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  • Publisher Name: Springer, Singapore

  • Print ISBN: 978-981-33-4912-4

  • Online ISBN: 978-981-33-4913-1

  • eBook Packages: Economics and FinanceEconomics and Finance (R0)

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