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Yifan He
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Chapters in this book
- Frontmatter I
- Contents V
- Preface VII
- 1 Cryptocurrency Dataset 1
- 2 Return Time Series 16
- 3 Modern Portfolio Theory 37
- 4 Historical Portfolio Optimization 61
- 5 Dynamic Portfolio Optimization 91
- 6 Robust Portfolio Optimization 117
- 7 Backtesting 141
- Bibliography
Chapters in this book
- Frontmatter I
- Contents V
- Preface VII
- 1 Cryptocurrency Dataset 1
- 2 Return Time Series 16
- 3 Modern Portfolio Theory 37
- 4 Historical Portfolio Optimization 61
- 5 Dynamic Portfolio Optimization 91
- 6 Robust Portfolio Optimization 117
- 7 Backtesting 141
- Bibliography
