Portfolio optimization: theory and application
Auteur :
Palomar, Daniel P.
Éditeur :
Cambridge University Press
ISBN :
9781009428088
Date de publication :
31 mai 2025
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This text offers a deep dive into practical algorithms, departing from conventional Gaussian assumptions and exploring a wide range of portfolio formulations. A must-read for anyone interested in financial data modeling and portfolio design, it is suitable as a textbook for portfolio optimization and financial data modeling courses.