Palomar daniel (26 résultats)

hardcover. Etat : As New. No highlighting. Very minimal wear.

Hardcover. Etat : Very Good. Unread. There is some minor wear to the cover. In stock ready to dispatch from the UK.

Hardcover. Etat : Like New. First Edition. A firm and square hardback with sharp corners and strong joints, just showing a few very minor cosmetic rubs. Hence a non-text page has a 'damaged' stamp. Despite such this book is actually in nearly new condition and appears unread. Thus the contents are crisp, fresh and tight; no pen-marks. Now offered for sale at a very sensible price.…

Hardcover. Etat : New. The item is brand new, never used or read. It's in perfect condition and may include supplements and/or access codes or come shrink-wrapped.

Hardcover. Etat : New. In stock ready to dispatch from the UK.

Etat : New.

Etat : New.

Etat : As New. Unread book in perfect condition.

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New. In English.

Etat : New. 2025. hardcover. . . . . .

Hardback. Etat : New. This 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.…

Etat : Sehr gut. Zustand: Sehr gut | Seiten: 358 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Hardcover. Etat : Brand New. 9th ed edition. 1408 pages. 10.55x8.94x1.97 inches. In Stock.

Hardcover. Etat : Brand New. 550 pages. 10.00x1.31x10.00 inches. In Stock.

Hardcover. Etat : Brand New. 1st edition. 520 pages. 7.72x4.57x0.47 inches. In Stock.

Etat : New. 2025. hardcover. . . . . . Books ship from the US and Ireland.

Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This 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.…

Hardback. Etat : New. This 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.…

Hardcover. Etat : New. Luis Barragán: His House presents the crowning achievement of the architect who was awarded the Pritzker Prize in 1980: his own house, considered one of the ten most important houses of the twentieth century. Originally built in 1947 and continually renovated by the architect, it would come to be considered Barragán's masterpiece, the laboratory in which he developed his new architectural language. Today the house ranks as one of the most important examples of modern architecture in Mexico, and was named a World Heritage Site by UNESCO in 2004. Luis Barragán: His House offers a complete visual tour of the house and studio, as well as the superb garden that surrounds it. Hitherto unpublished documents and images in the possession of the Fundacià n de Arquitectura TapatÃa and other collectors place the work in the context of Barragán's career. The entire house has been specially photographed for this volume, with meticulous attention being given to the treatment of color and light so essential to Barragán's work. This book includes three essays by experts in Barragán's work: "The House and Its Cultural Context," by Daniel Garza Usabiaga, "Architecture: A Personal Space," by Juan Palomar and a detailed account of Barragán's library and collection of art works and objects by Alfonso Alfaro. (20111223).…

Etat : New. Etat de la jaquette : New. Enviamos a todo el mundo. 100% garant'a. Libro nuevo.

Etat : new. Questo è un articolo print on demand.

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Up to date resultsFast conference proceedingsState-of-the-art reportThis book constitutes the thoroughly refereed post-conference proceedings of the Third International ICST Conference Mobile Lightweight Wireless Systems (MOBILIGHT .…

Hardcover. Etat : new. Hardcover. This 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 meanvariance 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Buch. Etat : Neu. Portfolio Optimization | Daniel P. Palomar | Buch | Englisch | 2025 | Cambridge University Press | EAN 9781009428088 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.