Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	Juni 2025
Genre:	Schulbücher
	Econometrics / Econometrics and economic statistics / Economic statistics / Finance / Financial technology (fintech) / For graduate / post-graduate and equivalents / For undergraduate education and equivalents / MATHEMATICS / Applied / Optimization / Risk assessment mehr...
ISBN:	9781009428088
EAN-Code:	9781009428088
Verlag:	Cambridge Academic
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 254 mm / B 178 mm / D 33 mm
Gewicht:	1401 gr
Illustration:	Worked examples or Exercises
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.