Daniel Palomar has just published a book called Portfolio Optimization that he has made available to all for free here: https://portfoliooptimizationbook.com/. I thought it might be of interest to P123 users. I have not yet even skimmed it.
Daniel Palomar has just published a book called Portfolio Optimization that he has made available to all for free here: https://portfoliooptimizationbook.com/. I thought it might be of interest to P123 users. I have not yet even skimmed it.
Some of this can be tried in Python with: PyPortfolioOPT