000 01072nam a2200205 4500
005 20251028113129.0
008 251028b |||||||| |||| 00| 0 eng d
020 _a9781394281312
037 _ctextual
040 _aRTL
_cRTL
084 _qRTL
100 _aAlonso, Miquel Noguer
_9849656
245 _aQuantitative portfolio optimization: Advanced techniques and applications
260 _aNew Jersey
_bJohn Wiley & Sons, Inc.
_c2025
300 _axviii, 385 p.
_bIncludes bibliographical reference and index
520 _aQuantitative Portfolio Optimization: Advanced Techniques and Applications* offers a comprehensive exploration of portfolio optimization, tracing its evolution from Harry Markowitz's Modern Portfolio Theory to contemporary techniques. The book combines foundational models like CAPM and Black-Litterman with advanced methods including Bayesian statistics, machine learning, and quantum computing.
700 _aCamarena, Julian Antolin
_eCo-author
_9849657
700 _aGuerrero, Alberto Bueno
_eCo-author
_9849658
942 _2CC
_n0
_cTEXL
999 _c1465077
_d1465077