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microprediction authored Oct 4, 2024
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Expand Up @@ -7,6 +7,11 @@ In no particular order. The scope is robust diversified portfolios and things th
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## Portfolio Optimization. Theory and Application (Book) [html (https://bookdown.org/palomar/portfoliooptimizationbook/)
Daniel P. Palomar

his book explores practical financial data modeling and portfolio optimization, covering a wide range of variations and extensions. It systematically starts with mathematical formulations and proceeds to develop practical numerical algorithms, supplemented with code examples to enhance understanding.

## Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution [pdf](https://palomar.home.ece.ust.hk/papers/2023/WangZhouYingPalomar-TSP2023.pdf)
Xiwen Wang , Rui Zhou, Jiaxi Ying , and Daniel P. Palomar

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