In recent years portfolio optimization and construction methodologies have become an increasingly critical ingredient of asset and fund management, while at the
Modeling the dynamics of energy markets has become a challenging task. The intensification of their financialization since 2004 had made them more complex but a
This is the first book-length treatment of statistical surveillance methods used in financial analysis. It contains carefully selected chapters written by speci
In spite of theoretical benefits, Markowitz mean-variance (MV) optimized portfolios often fail to meet practical investment goals of marketability, usability, a