{"product_id":"portfolio-optimization-daniel-p-palomar-9781009428088","title":"Portfolio Optimization: Theory and Application","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Daniel P. Palomar\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 100942808X\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781009428088\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/31\/2025\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 550\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover","brand":"Daniel P. Palomar","offers":[{"title":"Hardcover","offer_id":46807149543679,"sku":"9781009428088","price":99.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_90dea76f-6ae7-45ab-ad38-a51828849c97.jpg?v=1745378681","url":"https:\/\/www.whiterainbookhouse.com\/products\/portfolio-optimization-daniel-p-palomar-9781009428088","provider":"WR Book House","version":"1.0","type":"link"}