Advanced Portfolio Optimization
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-3-031-84304-4
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a for a similarly titled item that would be available.
Book Chapters
The following chapters of this book are listed in IDEAS- Dany Cajas, 2025. "Introduction," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 1-8, Springer.
- Dany Cajas, 2025. "Why Use Python?," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 9-12, Springer.
- Dany Cajas, 2025. "Sample Based Methods," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 15-55, Springer.
- Dany Cajas, 2025. "Risk Factors Models," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 57-71, Springer.
- Dany Cajas, 2025. "Black Litterman Models," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 73-88, Springer.
- Dany Cajas, 2025. "Codependence and Dissimilarity Measures," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 89-110, Springer.
- Dany Cajas, 2025. "Convex Risk Measures," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 113-207, Springer.
- Dany Cajas, 2025. "Return-Risk Trade-Off Optimization," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 209-235, Springer.
- Dany Cajas, 2025. "Real Feature Constraints," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 237-276, Springer.
- Dany Cajas, 2025. "Risk Parity Optimization," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 277-306, Springer.
- Dany Cajas, 2025. "Robust Optimization," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 307-338, Springer.
- Dany Cajas, 2025. "Hierarchical Clustering Portfolios," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 341-364, Springer.
- Dany Cajas, 2025. "Graph Theory-Based Portfolios," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 365-395, Springer.
- Dany Cajas, 2025. "Generation of Synthetic Data," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 399-435, Springer.
- Dany Cajas, 2025. "Backtesting Process," Springer Books, in: Advanced Portfolio Optimization, chapter 0, pages 437-465, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprbok:978-3-031-84304-4. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/b/spr/sprbok/978-3-031-84304-4.html