{"product_id":"daniel-p-palomar-portfolio-optimization-9781009428088","title":"Portfolio Optimization","description":"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.","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":53698507735382,"sku":null,"price":0.0,"currency_code":"EUR","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0925\/5829\/5382\/files\/product_image_9781009428088_1.jpg?v=1778863654","url":"https:\/\/www.momoxbooks.com\/products\/daniel-p-palomar-portfolio-optimization-9781009428088","provider":"momoxbooks","version":"1.0","type":"link"}