Advanced Portfolio Optimization with Excel & Python

Van Der Post, Hayden

ISBN 13: 9798316572878

Edité par Independently published, 2025

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N° de réf. du vendeur I-9798316572878

Détails bibliographiques

• Titre: Advanced Portfolio Optimization with Excel & Python
• Éditeur: Independently published
• Date de parution: 2025
• Langue: anglais
• ISBN à 13 chiffres: 9798316572878
• Reliure: Couverture souple
• État de l'article: New

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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.