Daniel P Palomar: Portfolio Optimization, Gebunden
Portfolio Optimization
Buch
- Theory and Application
Item has not been released yet, probable delivery date is 30.4.2025.You can order the title now. It will be dispatched to you as soon as it is available.
Current price: EUR 125.67
- Publisher:
- Cambridge University Press, 04/2025
- Binding:
- Gebunden
- Language:
- Englisch
- ISBN-13:
- 9781009428088
- Item number:
- 12107420
- Volume:
- 550 Pages
- Release date:
- 30.4.2025
- Note
-
Caution: Product is not in German language
Blurb
This comprehensive guide to the world of financial data modeling and portfolio design is a must-read for anyone looking to understand and apply portfolio optimization in a practical context. It bridges the gap between mathematical formulations and the design of practical numerical algorithms. It explores a range of methods, from basic time series models to cutting-edge financial graph estimation approaches. The portfolio formulations span from Markowitz's original 1952 mean-variance portfolio to more advanced formulations, including downside risk portfolios, drawdown portfolios, risk parity portfolios, robust portfolios, bootstrapped portfolios, index tracking, pairs trading, and deep-learning portfolios. Enriched with a remarkable collection of numerical experiments and more than 200 figures, this is a valuable resource for researchers and finance industry practitioners. With slides, R and Python code examples, and exercise solutions available online, it serves as a textbook for portfolio optimization and financial data modeling courses, at advanced undergraduate and graduate level.
Daniel P Palomar
Portfolio Optimization
Current price: EUR 125.67