Advanced Portfolio Optimization
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Advanced Portfolio Optimization
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Author : Dany Cajas
language : en
Publisher:
Release Date : 2025-04-10
Advanced Portfolio Optimization written by Dany Cajas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-10 with Business & Economics categories.
Quantitative Portfolio Optimization
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Author : Miquel Noguer Alonso
language : en
Publisher: John Wiley & Sons
Release Date : 2025-01-29
Quantitative Portfolio Optimization written by Miquel Noguer Alonso and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-01-29 with Business & Economics categories.
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. Readers will gain insights into the associated mathematical models, statistical analyses, and computational algorithms for each method, allowing them to put these techniques into practice and identify the best possible mix of assets to maximize returns while minimizing risk. Topics explored in this book include: Specific drivers of return across asset classes Personal risk tolerance and it#s impact on ideal asses allocation The importance of weekly and monthly variance in the returns of specific securities Serving as a blueprint for solving portfolio optimization problems, Quantitative Portfolio Optimization: Theory and Practice is an essential resource for finance practitioners and individual investors It helps them stay on the cutting edge of modern portfolio theory and achieve the best returns on investments for themselves, their clients, and their organizations.
Advanced Portfolio Optimization With Excel Python
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Author : Hayden Van Der Post
language : en
Publisher: Independently Published
Release Date : 2025-04-03
Advanced Portfolio Optimization With Excel Python written by Hayden Van Der Post and has been published by Independently Published this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-03 with Business & Economics categories.
Reactive Publishing Advanced Portfolio Optimization with Excel & Python Master Quantitative Investing with Real-World Applications Unlock the full power of modern portfolio theory, machine learning, and quantitative finance using two of the most accessible tools in your arsenal: Excel and Python. This advanced guide is designed for serious investors, analysts, and finance professionals who want to go beyond basic models and learn how to engineer high-performance portfolios. Inside, you'll find a deep dive into risk-adjusted strategies, multi-factor models, regime switching, Monte Carlo simulations, Black-Litterman adjustments, and more-anchored by code and practical Excel frameworks you can apply immediately. Whether you're managing capital or building algorithms, this book offers you the tools to: Construct robust portfolios with modern optimization techniques Combine fundamental and technical factors in allocation decisions Apply risk-parity, volatility targeting, and regime-based tilts Leverage Python for backtesting and Excel for scenario analysis Bridge academic theory with real-world portfolio management With a dual emphasis on financial insight and hands-on execution, this book is ideal for those who want more than just theory-it's for builders, quants, and future fund managers.
Advanced Portfolio Management
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Author : Giuseppe A. Paleologo
language : en
Publisher: John Wiley & Sons
Release Date : 2021-08-10
Advanced Portfolio Management written by Giuseppe A. Paleologo and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-10 with Business & Economics categories.
You have great investment ideas. If you turn them into highly profitable portfolios, this book is for you. Advanced Portfolio Management: A Quant’s Guide for Fundamental Investors is for fundamental equity analysts and portfolio managers, present, and future. Whatever stage you are at in your career, you have valuable investment ideas but always need knowledge to turn them into money. This book will introduce you to a framework for portfolio construction and risk management that is grounded in sound theory and tested by successful fundamental portfolio managers. The emphasis is on theory relevant to fundamental portfolio managers that works in practice, enabling you to convert ideas into a strategy portfolio that is both profitable and resilient. Intuition always comes first, and this book helps to lay out simple but effective "rules of thumb" that require little effort to implement and understand. At the same time, the book shows how to implement sophisticated techniques in order to meet the challenges a successful investor faces as his or her strategy grows in size and complexity. Advanced Portfolio Management also contains more advanced material and a quantitative appendix, which benefit quantitative researchers who are members of fundamental teams. You will learn how to: Separate stock-specific return drivers from the investment environment’s return drivers Understand current investment themes Size your cash positions based on Your investment ideas Understand your performance Measure and decompose risk Hedge the risk you don’t want Use diversification to your advantage Manage losses and control tail risk Set your leverage Author Giuseppe A. Paleologo has consulted, collaborated, taught, and drank strong wine with some of the best stock-pickers in the world; he has traded tens of billions of dollars hedging and optimizing their books and has helped them navigate through big drawdowns and even bigger recoveries. Whether or not you have access to risk models or advanced mathematical background, you will benefit from the techniques and the insights contained in the book—and won't find them covered anywhere else.
Quantitative Portfolio Optimisation Asset Allocation And Risk Management
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Author : M. Rasmussen
language : en
Publisher: Springer
Release Date : 2002-12-13
Quantitative Portfolio Optimisation Asset Allocation And Risk Management written by M. Rasmussen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-12-13 with Business & Economics categories.
Targeted towards institutional asset managers in general and chief investment officers, portfolio managers and risk managers in particular, this practical book serves as a comprehensive guide to quantitative portfolio optimization, asset allocation and risk management. Providing an accessible yet rigorous approach to investment management, it gradually introduces ever more advanced quantitative tools for these areas. Using extensive examples, this book guides the reader from basic return and risk analysis, all the way through to portfolio optimization and risk characterization, and finally on to fully fledged quantitative asset allocation and risk management. It employs such tools as enhanced modern portfolio theory using Monte Carlo simulation and advanced return distribution analysis, analysis of marginal contributions to absolute and active portfolio risk, Value-at-Risk and Extreme Value Theory. All this is performed within the same conceptual, theoretical and empirical framework, providing a self-contained, comprehensive reading experience with a strongly practical aim.
Fuzzy Portfolio Optimization
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Author : Pankaj Gupta
language : en
Publisher: Springer
Release Date : 2014-03-17
Fuzzy Portfolio Optimization written by Pankaj Gupta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-17 with Technology & Engineering categories.
This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available in financial markets is incomplete and that the markets are affected by vagueness and ambiguity, the monograph deals with fuzzy portfolio optimization models. At first, the book makes the reader familiar with basic concepts, including the classical mean–variance portfolio analysis. Then, it introduces advanced optimization techniques and applies them for the development of various multi-criteria portfolio optimization models in an uncertain environment. The models are developed considering both the financial and non-financial criteria of investment decision making, and the inputs from the investment experts. The utility of these models in practice is then demonstrated using numerical illustrations based on real-world data, which were collected from one of the premier stock exchanges in India. The book addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization.
Advanced Stochastic Models Risk Assessment And Portfolio Optimization
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Author : Svetlozar T. Rachev
language : en
Publisher: Wiley
Release Date : 2008-02-25
Advanced Stochastic Models Risk Assessment And Portfolio Optimization written by Svetlozar T. Rachev and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-25 with Business & Economics categories.
This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework. Throughout these pages, the expert authors explain the fundamentals of probability metrics, outline new approaches to portfolio optimization, and discuss a variety of essential risk measures. Using numerous examples, they illustrate a range of applications to optimal portfolio choice and risk theory, as well as applications to the area of computational finance that may be useful to financial engineers.
Advanced Reit Portfolio Optimization
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Author : W. Brent Lindquist
language : en
Publisher: Springer Nature
Release Date : 2022-11-09
Advanced Reit Portfolio Optimization written by W. Brent Lindquist and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-11-09 with Business & Economics categories.
This book provides an investor-friendly presentation of the premises and applications of the quantitative finance models governing investment in one asset class of publicly traded stocks, specifically real estate investment trusts (REITs). The models provide highly advanced analytics for REIT investment, including: portfolio optimization using both historic and predictive return estimation; model backtesting; a complete spectrum of risk assessment and management tools with an emphasis on early warning systems, risk budgeting, estimating tail risk, and factor analysis; derivative valuation; and incorporating ESG ratings into REIT investment. These quantitative finance models are presented in a unified framework consistent with dynamic asset pricing (rational finance). Given its scope and practical orientation, this book will appeal to investors interested in portfolio optimization and innovative tools for investment risk assessment.
Computational Financial Mathematics Using Mathematica
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Author : Srdjan Stojanovic
language : en
Publisher: Birkhauser
Release Date : 2003
Computational Financial Mathematics Using Mathematica written by Srdjan Stojanovic and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
CD-ROM contains: Electronic version of text, with executabile code and color pictures.
Advanced Quantitative Finance
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Author : William Johnson
language : en
Publisher: HiTeX Press
Release Date : 2024-10-18
Advanced Quantitative Finance written by William Johnson and has been published by HiTeX Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-18 with Business & Economics categories.
"Advanced Quantitative Finance: Trading, Risk, and Portfolio Optimization" unfolds as an essential guide for anyone eager to delve into the sophisticated world of modern finance. This comprehensive text blends theoretical underpinnings with practical insights, offering a robust exploration of the quantitative techniques driving today's markets. Each chapter systematically demystifies complex subjects—from risk management and derivatives pricing to algorithmic trading and asset pricing models—empowering readers to grasp the nuances of financial analysis with clarity and precision. Structured for both novices and seasoned professionals, the book navigates the latest advancements in machine learning, big data analytics, and behavioral finance, presenting them as indispensable tools for the contemporary financial landscape. With a focus on actionable knowledge and strategic applications, readers will gain the proficiency needed to enhance their decision-making, optimize investment portfolios, and effectively manage risk in an ever-evolving economic environment. This book is your invitation to not only understand quantitative finance but to excel in it, unlocking new levels of insight and innovation in your financial pursuits.