Convex Optimization for Portfolio Construction: Risk Budgets, Constraints, Costs, and Allocation Models
Convex Optimization for Portfolio Construction explores the role of convex optimization in portfolio design. It focuses on risk budgets, constraints, costs, and allocation models, bringing together key topics for readers studying quantitative finance, investment allocation, and the mathematical foundations of portfolio construction.
About This Book
Convex Optimization for Portfolio Construction focuses on the use of convex optimization in portfolio construction.
The book addresses risk budgets, constraints, costs, and allocation models.
It offers a subject-focused resource for readers interested in the mathematical and financial aspects of portfolio allocation.
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