Dettaglio del documento
Advanced portfolio optimization : a cutting-edge quantitative approach
Abstract
This book is an innovative and comprehensive guide that provides readers with the knowledge about the latest trends, models and algorithms used to build investment portfolios and the practical skills necessary to apply them in their own investment strategies.
[...]
It integrates latest advanced quantitative techniques into portfolio optimization, raises questions about which alternatives to modern portfolio theory exists and how they can be applied to improve the performance of multi-asset portfolios. It provides answers and solutions by offering practical tools and code samples that enable readers to implement advanced portfolio optimization techniques and make informed investment decisions. Advanced Portfolio Optimization goes beyond traditional portfolio theory (Quadratic Programming), incorporating latest advances in convex optimization techniques and cutting-edge machine learning algorithms. It extensively addresses risk management and uncertainty quantification, teaching readers how to measure and minimize various forms of risk in their portfolios [...]. (Estratto dal sito dell'editore)
- Scheda
- Links
| Testo a stampa (moderno) | ||
| Monografia | ||
| Descrizione | *Advanced portfolio optimization : a cutting-edge quantitative approach / Dany Cajas. - Cham : Springer, 2025. - 1 testo elettronico (xv, 503 p. : ill.) | |
| ISBN E-Book | 9783031843044 | |
| Primo Autore |
|
|
| Soggetti | 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] | |
| 91G10 - Portfolio theory [MSC 2020] | ||
| Parole chiave |
Asset Allocation
Backtesting Convex Optimization Finance Machine Learning Portfolio optimization |
|
| Luogo pubblicazione | Cham | |
| Editori | Springer <editore> | |
| Anno pubblicazione | 2025 | |
| Thesauri | 91-XX | |
| 91G10 | ||
| Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] | ||
| Portfolio theory [MSC 2020] |