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    Advanced Portfolio Optimization with Excel & Python

    Posted By: naag
    Advanced Portfolio Optimization with Excel & Python

    Advanced Portfolio Optimization with Excel & Python
    English | 2025 | ASIN: B0F3GKWNZQ | 518 pages | Epub | 636.37 KB

    Advanced Portfolio Optimization with Excel & Python
    Master Quantitative Investing with Real-World Applications

    Unlock the full power of modern portfolio theory, machine learning, and quantitative finance using two of the most accessible tools in your arsenal: Excel and Python.

    This advanced guide is designed for serious investors, analysts, and finance professionals who want to go beyond basic models and learn how to engineer high-performance portfolios. Inside, you’ll find a deep dive into risk-adjusted strategies, multi-factor models, regime switching, Monte Carlo simulations, Black-Litterman adjustments, and more—anchored by code and practical Excel frameworks you can apply immediately.

    Whether you're managing capital or building algorithms, this book offers you the tools to:

    Construct robust portfolios with modern optimization techniques

    Combine fundamental and technical factors in allocation decisions

    Apply risk-parity, volatility targeting, and regime-based tilts

    Leverage Python for backtesting and Excel for scenario analysis

    Bridge academic theory with real-world portfolio management

    With a dual emphasis on financial insight and hands-on execution, this book is ideal for those who want more than just theory—it’s for builders, quants, and future fund managers.