Zurich, Jul 2012 - Advanced Portfolio eBook

New Advanced Portfolio Optimization eBook

The project to write a textbook on "Advanced Portfolio Optimization" was started about one year ago. Since then many chapters have already been written, and the book now has about 800 pages. This is the current status. The next steps will be completing and proofreading the text, checking and testing examples and exercises, and to enhance the current fPortfolio package with some new algorithms and functions described in the eBook. Have a look in the Table of Content and the frontmatter.

To speed up with this process we plan to offer a "Student Internship" in the spirit of the "ETH/Rmetrics Internship Program". This will enormously help us to finalize the eBook in a reasonable much shorter amount of time. To finance this Student Internship, we are looking for an industrial partner.

Here we also like to thank Bank Clariden Leu, Finance Online GMBH, and Theta Management AG who have already financially supported us and sponsored grants for Student Internships.

If you are interested to support us with a Grant, please contact Diethelm Wuertz: wuertz [at] phys.ethz.ch.