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portada Portfolio Optimization: Theory and Application
Type
Physical Book
Publisher
Author
Language
English
Pages
608
Format
Hardcover
ISBN13
9781009428088

Portfolio Optimization: Theory and Application

Daniel P. Palomar (Author) · Cambridge University Press · Hardcover

Portfolio Optimization: Theory and Application - Daniel P. Palomar

New Book Imported to Netherlands
Delivery: 04 Sep - 08 Sep Shipping: 4 to 5 business days.
€ 119,97
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Synopsis "Portfolio Optimization: Theory and Application"

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.

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