Advanced Portfolio Optimization with Excel & Python - Couverture souple

Van Der Post, Hayden

 
9798316572878: Advanced Portfolio Optimization with Excel & Python
Couverture souple
ISBN 13 : 9798316572878
Editeur : Independently published, 2025

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2025
Langue
anglais
ISBN 13 
9798316572878
Reliure
Broché
Nombre de pages
490
Éditeur
Munrow Danny
Coordonnées du fabricant
non disponible
Personne responsable
non disponible