Palomar daniel (18 Ergebnisse)

Hardcover. Zustand: Very Good. Unread. There is some minor wear to the cover. In stock ready to dispatch from the UK.

Hardcover. Zustand: New. The item is brand new, never used or read. It's in perfect condition and may include supplements and/or access codes or come shrink-wrapped.

Hardcover. Zustand: Like New. First Edition. A firm and square hardback with sharp corners and strong joints, just showing a few very minor cosmetic rubs. Hence a non-text page has a 'damaged' stamp. Despite such this book is actually in nearly new condition and appears unread. Thus the contents are crisp, fresh and tight; no pen-marks. Now offered for sale at a very sensible price.…

Zustand: New.

Hardcover. Zustand: New. In stock ready to dispatch from the UK.

Zustand: As New. Unread book in perfect condition.

Zustand: New.

Zustand: New. 2025. hardcover. . . . . .

Zustand: New. In English.

Hardback. Zustand: New. 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.…

Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 358 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Hardcover. Zustand: Brand New. 550 pages. 10.00x1.31x10.00 inches. In Stock.

Zustand: New. 2025. hardcover. . . . . . Books ship from the US and Ireland.

Hardcover. Zustand: Brand New. 9th ed edition. 1408 pages. 10.55x8.94x1.97 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Hardcover. Zustand: Brand New. 1st edition. 520 pages. 7.72x4.57x0.47 inches. In Stock.

Hardback. Zustand: Brand New. 9th ed edition. 1408 pages. 10.55x8.94x1.97 inches. In Stock.

Hardback. Zustand: New. 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.…