Home GreatBookPrices Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance) by Noguer Alonso, Miquel (ISBN: 9781394281312)

Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)

Stock photo: cover may vary

Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance) Hardback - 2025

Name: Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)
Price: 140.52 AUD
Availability: InStock
Author: Noguer Alonso, Miquel
ISBN: 9781394281312

by Noguer Alonso, Miquel

Add to wish list

New

Description

new.

Ask the seller a question Add to wish list

A$140.52

A$5.77 Delivery within USA
Standard delivery: 2 to 14 days

More delivery options

Ships from GreatBookPrices (Maryland, United States)

The BIBLIO Guarantee

Details

Title Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)
Author Noguer Alonso, Miquel
Binding Hardback
Condition New
Pages 384
Volumes 1
Language ENG
Publisher Wiley
Publication date 2025-01-29
Features Bibliography, Index
Bookseller's Inventory # 47336055-n
ISBN 9781394281312 / 1394281315
Weight 1.53 lbs (0.69 kg)
Dimensions 9.22 x 6.37 x 1.09 in (23.42 x 16.18 x 2.77 cm)
Category Business / Economics / Finance
Library of Congress subjects Finance - Mathematical models, Portfolio management - Mathematical models
Library of Congress Catalogue Number 2024041151
Dewey Decimal Code 332.6
Quantity available 5

About GreatBookPrices Maryland, United States

Biblio member since 2024

Since 1991, we have worked every day to serve our customers with state-of-the-art technology and world class service. We are dedicated to providing customers around the world with the widest selection of books, DVDs, and CDs at the absolute lowest price.

Terms of Sale: 30 day return guarantee, with full refund including original shipping costs for up to 30 days after delivery if an item arrives misdescribed or damaged.

Browse books from GreatBookPrices

Reader reviews for Quantitative Portfolio Optimization: Advanced Techniques and Applications (Wiley Finance)

Write a review for this book

Important Terms and Guidelines

Please focus on the book’s content and context. Also, add any personal comments as to how you enjoyed the book. Substantiate your likes and dislikes. You may make comparisons to other books.
Reviews must be at least 140 characters in length.
Please do not reveal critical plot elements.
This is not a help line. Contact customer support if you need help.

Your review must not include:

Obscenities, discriminatory language, or other insulting language not suitable for public domain
Advertisements, “spam” content, or references to other products, offers or websites.
Email addresses, URLs, phone numbers, physical addresses or other contact information.
Overly critical comments about other reviews or reviewers
Time-sensitive material (i.e. promotional tours, seminars, lectures, etc.)
Availability, price, or alternative ordering/shipping information

From the publisher

Expert guidance on implementing quantitative portfolio optimization techniques

In Quantitative Portfolio Optimization: Theory and Practice, renowned financial practitioner Miquel Noguer, alongside physicists Alberto Bueno Guerrero and Julian Antolin Camarena, who possess excellent knowledge in finance, delve into advanced mathematical techniques for portfolio optimization. The book covers a range of topics including mean-variance optimization, the Black-Litterman Model, risk parity and hierarchical risk parity, factor investing, methods based on moments, and robust optimization as well as machine learning and reinforcement technique. These techniques enable readers to develop a systematic, objective, and repeatable approach to investment decision-making, particularly in complex financial markets.

Readers will gain insights into the associated mathematical models, statistical analyses, and computational algorithms for each method, allowing them to put these techniques into practice and identify the best possible mix of assets to maximize returns while minimizing risk. Topics explored in this book include:

Specific drivers of return across asset classes
Personal risk tolerance and it#s impact on ideal asses allocation
The importance of weekly and monthly variance in the returns of specific securities

Serving as a blueprint for solving portfolio optimization problems, Quantitative Portfolio Optimization: Theory and Practice is an essential resource for finance practitioners and individual investors It helps them stay on the cutting edge of modern portfolio theory and achieve the best returns on investments for themselves, their clients, and their organizations.

From the rear cover

PRAISE FOR
QUANTITATIVE PORTFOLIO OPTIMIZATIONOPTIMIZATION

"This book provides an excellent exposition on portfolio optimization, serving not only as a self-contained guide to this important topic, but also modernizing the field with the latest advances in battle-tested machine learning approaches. The book is well structured and application centric. This is a must read for every quantitative portfolio manager."
-- Matthew Dixon, FRM, Ph.D., Associate Professor of Applied Math at the Illinois Institute of Technology and an Affiliate Associate Professor of the Stuart School of Business

"Quantitative Portfolio Optimization: Advanced Techniques and Applications is an essential guide for anyone seeking to navigate the complex world of modern portfolio management. This book masterfully blends the foundational principles of portfolio theory with cutting-edge advancements in risk management, dynamic models, and control systems. Its integration of machine learning and deep learning offers readers a forward-looking perspective on leveraging AI-driven techniques for optimization. What truly sets this book apart is its comprehensive approach. From theoretical insights to practical backtesting applications, it equips professionals, researchers, and students with the tools to design and refine robust investment strategies. Whether you're delving into the nuances of risk modelling or exploring dynamic portfolio control with the latest AI methodologies, this text is an invaluable resource. This book isn't just about managing portfolios--it's about mastering the art and science behind it. Highly recommended for anyone aiming to achieve excellence in quantitative finance and portfolio optimization."
--Daniel Bloch, Director, Quant Finance Limited

About the author

MIQUEL NOGUER ALONSO is a financial markets practitioner with 25+ years of experience in asset management. He is the Founder of the Artificial Intelligence Finance Institute and serves as Head of Development at Global AI. He is also the co-editor of the Journal of Machine Learning in Finance.

JULIN ANTOLN CAMARENA holds a Bachelor's, Master's and a PhD in physics. For his Master's he worked on the foundations of quantum mechanics examining alternative quantization schemes and their application to exotic atoms to discover new physics. His PhD dissertation work was on computational and theoretical optics, electromagnetic scattering from random surfaces, and nonlinear optimization. He then went on to a postdoctoral stint with the U.S. Army Research Laboratory working on inverse reinforcement learning for human-autonomy teaming.

ALBERTO BUENO GUERRERO has two Bachelor's degrees in physics and economics, and a PhD in banking and finance. Since he got his doctorate, he has dedicated himself to research in mathematical finance. His work has been presented at various international conferences and published in journals such as Quantitative Finance, Journal of Derivatives, Journal of Mathematics, and Chaos, Solitons and Fractals. His article "Bond Market Completeness Under Stochastic Strings with Distribution-Valued Strategies" has been considered a feature article in Quantitative Finance.

BIBLIO is the largest independent book marketplace in the world, with over 100 million books.