Name: Portfolio Optimization: Theory and Application (en Inglés)
SKU: 64341520
Price: 119.12 USD
Availability: InStock
Author: Daniel P. Palomar

portada Portfolio Optimization: Theory and Application (en Inglés)

Portfolio Optimization: Theory and Application (en Inglés)

Formato

Libro Físico

Editorial

Cambridge University Press

Autor

Daniel P. Palomar

Idioma

Inglés

N° páginas

608

Encuadernación

Tapa Dura

ISBN13

9781009428088

Portfolio Optimization: Theory and Application (en Inglés)

Daniel P. Palomar (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "Portfolio Optimization: Theory and Application (en Inglés)"

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.