ISBN: 9781009428088 - portfolio optimization: theory and application (5 Ergebnisse)

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.

Zustand: New. In English.

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

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

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.…