{"product_id":"advanced-portfolio-optimization-9783031843037","title":"Advanced Portfolio Optimization","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eChapter 1 Introduction.- Chapter 2 Why use Python?.- Part I Parameter Estimation.- Chapter 3 Sample Based Methods.- Chapter 4  Risk Factors Models.- Chapter 5 Black Litterman Models.- Chapter 7 Convex Risk Measures.- Chapter 8 Return-Risk Trade-Off Optimization.- Chapter 9 Real Features Constraints.- Chapter 10 Risk Parity Optimization.- Chapter 11 Robust Optimization.- Part III Machine Learning Portfolio Optimization.- Chapter 12 Hierarchical Clustering Portfolios.- Chapter 13 Graph Theory Based Portfolios.- Part IV Backtesting.- Chapter 14 Generation of Synthetic Data.- Chapter 15 Backtesting Process.- Part V Appendix.- Chapter A Linear Algebra.- Chapter B Convex Optimization.- Chapter C Mixed Integer Programming.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Default Title","offer_id":53195450024279,"sku":"9783031843037","price":85.49,"currency_code":"GBP","in_stock":true}],"url":"https:\/\/bookcurl.com\/products\/advanced-portfolio-optimization-9783031843037","provider":"Book Curl","version":"1.0","type":"link"}