Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Quantitative Portfolio Optimization: Advanced Techniques and Applications

Quantitative Portfolio Optimization: Advanced Techniques and Applications

Antolin Camarena, Julian
Noguer Alonso, Miquel
Bueno Guerrero, Alberto

Hardcover

Series: Wiley Finance

Investing & Finance

Publisher Price: $95.00

ISBN10: 1394281315
ISBN13: 9781394281312
Publisher: Wiley
Published: Jan 29 2025
Pages: 384
Weight: 1.53
Height: 1.09 Width: 6.37 Depth: 9.22
Language: English

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.

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