{"product_id":"portfolio-optimization-theory-and-application-hardback-9781009428088","title":"Portfolio Optimization; Theory and Application (Hardback) 9781009428088","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003ePortfolio Optimization\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eTheory and Application\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eA comprehensive guide to a wide range of portfolio designs, bridging the gap between mathematical formulations and practical algorithms.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eDaniel P. Palomar (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781009428088, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 12 June 2025\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e608 pages\u003cbr\u003e26 x 18.5 x 3.7 cm, 1.3 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'I highly recommend Palomar's book Portfolio Optimization to anyone interested in constructing good portfolios using computational optimization. It collects methods from an enormous literature into one volume, using common notation accessible to any STEM researcher, with clear explanations, discussion, and comparisons of different methods. It is required reading for all of my finance-curious students.' Stephen Boyd, Stanford University\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis 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.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e 1. Introduction\u003cbr\u003e I. Financial Data: 2. Financial data: stylized facts\u003cbr\u003e 3. Financial data: IID modeling\u003cbr\u003e 4. Financial data: time series modeling\u003cbr\u003e 5. Financial data: graphs\u003cbr\u003e II. Portfolio Optimization: 6. Portfolio basics\u003cbr\u003e 7. Modern portfolio theory\u003cbr\u003e 8. Portfolio backtesting\u003cbr\u003e 9. High-order portfolios\u003cbr\u003e 10. Portfolios with alternative risk measures\u003cbr\u003e 11. Risk parity portfolios\u003cbr\u003e 12. Graph-based portfolios\u003cbr\u003e 13. Index tracking portfolios\u003cbr\u003e 14. Robust portfolios\u003cbr\u003e 15. Pairs trading portfolios\u003cbr\u003e 16. Deep learning portfolios\u003cbr\u003e Appendices: Appendix A. Convex optimization theory\u003cbr\u003e Appendix B. Optimization algorithms.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Applied mathematics [\u003ca title=\"See our other books on Applied mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Applied%20mathematics%20%5BPBW%5D%22\"\u003ePBW\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Brand New","offer_id":52460701450520,"sku":"9781009428088","price":62.29,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781009428088i.jpg?v=1785458982","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/portfolio-optimization-theory-and-application-hardback-9781009428088","provider":"Freshly Printed Books","version":"1.0","type":"link"}