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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Convex Optimization for Portfolio Construction: Risk Budgets, Constraints, Costs, and Allocation Models

Convex Optimization for Portfolio Construction: Risk Budgets, Constraints, Costs, and Allocation Models

Paperback

Investing & Finance

ISBN13: 9798195089979
Publisher: Independently Published
Published: May 1 2026
Pages: 498
Weight: 1.31
Height: 1.24 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Convex Optimization for Portfolio Construction provides a structured introduction to the use of optimization methods in modern portfolio design. Written for quantitative finance readers, portfolio analysts, and technically oriented investors, this book explains how convex methods can be used to model allocation problems with clearer assumptions, measurable constraints, and practical trade-offs.

Also from

Schwartz, Alice

Also in

Investing & Finance