Advanced Portfolio Optimization with Excel & Python - Tapa blanda

Van Der Post, Hayden

 
9798316572878: Advanced Portfolio Optimization with Excel & Python
Tapa blanda
ISBN 13: 9798316572878
Editorial: Independently published, 2025

Sinopsis

Reactive Publishing

Advanced Portfolio Optimization with Excel & Python
Master Quantitative Investing with Real-World Applications

Unlock the full power of modern portfolio theory, machine learning, and quantitative finance using two of the most accessible tools in your arsenal: Excel and Python.

This advanced guide is designed for serious investors, analysts, and finance professionals who want to go beyond basic models and learn how to engineer high-performance portfolios. Inside, you’ll find a deep dive into risk-adjusted strategies, multi-factor models, regime switching, Monte Carlo simulations, Black-Litterman adjustments, and more—anchored by code and practical Excel frameworks you can apply immediately.

Whether you're managing capital or building algorithms, this book offers you the tools to:

  • Construct robust portfolios with modern optimization techniques

  • Combine fundamental and technical factors in allocation decisions

  • Apply risk-parity, volatility targeting, and regime-based tilts

  • Leverage Python for backtesting and Excel for scenario analysis

  • Bridge academic theory with real-world portfolio management

With a dual emphasis on financial insight and hands-on execution, this book is ideal for those who want more than just theory—it’s for builders, quants, and future fund managers.

"Sinopsis" puede pertenecer a otra edición de este libro.

Editorial
Independently published
Año de publicación
2025
Idioma
Inglés
ISBN 13 
9798316572878
Encuadernación
Tapa blanda
Número de páginas
490
Editor
Munrow Danny
Contacto del fabricante
no disponible
Persona responsable
no disponible