Название: Quantitative Portfolio Optimization: Advanced Techniques and Application
Автор: Miquel Noguer Alonso, Julian Antolin Camarena
Издательство: Wiley
Год: 2025
Формат: pdf
Страниц: 208
Размер: 24,36 Мб
Язык: английский

Expert guidance on implementing quantitative portfolio optimization techniques. In Quantitative Portfolio Optimization: Theory and Practice, renowned financial practitioner Miquel Noguer, alongside physicists Alberto Bueno Guerrero and Julian Antolin Camarena, who possess excellent knowledge in finance, delve into advanced mathematical techniques for portfolio optimization. The book covers a range of topics including mean-variance optimization, the Black-Litterman Model, risk parity and hierarchical risk parity, factor investing, methods based on moments, and robust optimization as well as machine learning and reinforcement technique. These techniques enable readers to develop a systematic, objective, and repeatable approach to investment decision-making, particularly in complex financial markets.






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