Advanced Portfolio Construction with Python: Black-Litterman, Robust Optimization, and Hierarchical Risk Parity - Softcover

Bisette, Vincent

 
9798198673267: Advanced Portfolio Construction with Python: Black-Litterman, Robust Optimization, and Hierarchical Risk Parity
Softcover
ISBN 13: 9798198673267
Verlag: Independently published, 2026

Inhaltsangabe

Reactive Publishing

Advanced Portfolio Construction with Python provides a practical, code-first guide to building sophisticated investment portfolios using three of the most powerful modern techniques: the Black-Litterman model, robust optimization, and Hierarchical Risk Parity (HRP).

Written for quantitative analysts, portfolio managers, and Python-savvy investors, this book bridges the gap between academic theory and real-world implementation. You will learn how to:

  • Apply the Black-Litterman model to combine investor views with market equilibrium
  • Implement robust optimization methods that reduce sensitivity to estimation errors
  • Construct diversified portfolios using Hierarchical Risk Parity, a powerful clustering-based approach that avoids many limitations of traditional mean-variance optimization
  • Code complete portfolio construction pipelines in Python using NumPy, pandas, SciPy, and scikit-learn

Each chapter includes clear explanations of the underlying mathematics followed by fully working Python examples and Jupyter-style workflows. The focus is on clarity, reproducibility, and practical application rather than abstract theory.

Whether you are looking to enhance your existing quantitative toolkit or move beyond classical portfolio optimization, this book delivers the technical depth and implementation details needed to build more resilient and sophisticated portfolios.

Ideal for:

  • Quantitative developers and financial engineers
  • Portfolio managers seeking modern allocation techniques
  • Advanced Python users working in finance and investment

Technical level: Intermediate to advanced. Readers should be comfortable with Python and basic linear algebra.

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Verlag
Independently published
Erscheinungsdatum
2026
Sprache
Englisch
ISBN 13 
9798198673267
Einband
Taschenbuch
Anzahl der Seiten
430
Herausgeber
Schwartz Alice
Kontakt zum Hersteller
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