Advanced Portfolio Optimization: A Cutting-edge Quantitative Approach¶

Motivation¶

This book attempts to fill the gap that exists in quantitative finance books and courses that only focus on the mean-variance model and its variants, and ignore the further developments made in the last 70 years after the publication of Markowitz’s pioneering work. Readers will find this book very useful because each section explains the idea and mathematics of each model, and each section is accompanied by its corresponding Python code that allows all the examples to be reproduced.

It is important to note that sales of this book help fund the continuous development and maintenance of Riskfolio-Lib. As a personal open-source project, Riskfolio-Lib is not financially supported by any institution or organization, unlike many other popular Python projects.

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Table of Contents¶