{"product_id":"9781009428088","title":"Portfolio Optimization : Theory and Application by Daniel P. Palomar","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.\u003cbr\u003eBinding: Hardback","brand":"Gardners","offers":[{"title":"Default Title","offer_id":56312028234101,"sku":"9781009428088","price":79.99,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/backstory.london\/products\/9781009428088","provider":"Backstory","version":"1.0","type":"link"}