SKU/Artículo: AMZ-100942808X
Portfolio Optimization: Theory and Application
Format:
Hardcover
Detalles del producto
Disponibilidad:
En stock
En stock
Peso con empaque:
1.51 kg
1.51 kg
Devolución:
No
No
Condición
Nuevo
Nuevo
Producto de:
Amazon
Amazon
Viaja desde
USA
USA
Sobre este producto
- 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.
AR$277.724
55% OFF
AR$126.241
IMPORT EASILY
By purchasing this product you can deduct VAT with your RUT number
AR$277.724
55% OFF
AR$126.241
Pagá fácil y rápido con Mercado Pago o MODO
Llega en 18 a 28 días hábiles
con envío
Tienes garantía de entrega
Este producto viaja
de USA ![]()
a tus manos en
![]()
a tus manos en
Compra protegida
Disfruta de una experiencia de compra segura y confiable
Tarjetas de Crédito y Débito
Visa
Mastercard
American Express
Pagos a través de PayPal
Compra procesada en dólares con dinero en cuenta o tarjetas internacionales.
Paypal
Pagos a través de MODO
Compra procesada en pesos desde la App de tu banco.
PayPal
