We address three key aspects of optimal portfolio construction: expected return, variance-covariance modeling and optimization in presence of cardinality constr

We address three key aspects of optimal portfolio construction: expected return, variance-covariance modeling and optimization in presence of cardinality constr

This book covers algorithm portfolios, multi-method schemes that harness optimization algorithms into a joint framework to solve optimization problems. It is ex

The Science of Algorithmic Trading and Portfolio Management, with its emphasis on algorithmic trading processes and current trading models, sits apart from othe

The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book