Daniel P Palomar: Portfolio Optimization, Gebunden
Portfolio Optimization
Buch
- Theory and Application
Lieferzeit beträgt mind. 4 Wochen
(soweit verfügbar beim Lieferanten)
(soweit verfügbar beim Lieferanten)
Aktueller Preis: EUR 123,14
- Verlag:
- Cambridge University Press, 05/2025
- Einband:
- Gebunden
- Sprache:
- Englisch
- ISBN-13:
- 9781009428088
- Artikelnummer:
- 12107420
- Umfang:
- 550 Seiten
- Erscheinungstermin:
- 30.4.2025
- Hinweis
-
Achtung: Artikel ist nicht in deutscher Sprache!
Klappentext
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
Aktueller Preis: EUR 123,14