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Norbert Hilber

ETH Zürich - Department of Mathematics

ETH Zentrum HG-F 42.1

Raemistr. 101

CH-8092 Zurich, 8092

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

122

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

A Python Integration of Practical Asset Allocation Based on Modern Portfolio Theory and Its Advancements

ZHAW School of Management and Law, Digital Collection, 2021 https://doi.org/10.21256/zhaw-24351
Number of pages: 95 Posted: 08 Jan 2026
Philipp D. Dubach and Norbert Hilber
Imperial College Business School and ETH Zürich - Department of Mathematics
Downloads 122 (621,896)

Abstract:

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Portfolio Optimization, Modern Portfolio Theory, Mean-Variance Analysis, Convex Optimization, Expected Shortfall (CVaR), Covariance Shrinkage Estimation, Risk Management, Asset Allocation, Python Finance, Quantitative Investment Strategies, Swiss Equity Market