Book Project

Essays on Applied Portfolio Analytics

Quantitative Methods for Investment Professionals

Welcome! This page is about the book project "Essays on Applied Portfolio Analytics – Quantitative Methods for Investment Professionals". Below you will find the current state of the evolving edition, including completed, draft, and planned sections. Click "Next" below to page through the table of content.

Evolving Edition as of May 21, 2026

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Forthcoming Content

The following content is currently work in progress, and might be added to the evolving edition soon.

Reconciling ex ante and ex post volatilities: decompositions, contributions and attributions
Machine learning implementation of the James/Stein estimator for expected returns
Greedy portfolio optimization algorithms
Multi-goal portfolio optimization: ESG-aware portfolios with short-term and long-term risk
Higher Moments and Their Limits
The Work of Harry Markowitz Beyond Mean-Variance
Learning, Historical Profit Opportunities, and the Limits of Machine Learning
Two-Period Portfolio Optimization
Markov Chain Techniques for Regime-Aware Investing

Subscription and Subscriber Access

You can already read the book as it evolves - and maybe even help shape it - by subscribing to the evolving edition.

Subscribers gain access to all material currently available, including completed chapters, working drafts, and outlined future essays. They automatically receive every interim update as the text develops, as well as the final PDF edition once the book is complete and formally published.

In addition, subscribers are invited to occasional webinars that explore selected topics in greater depth, and receive a 30% discount on Python scripts that implement many of the methods discussed in the book (see ApaLibPy for details).

The subscription price is 80 CHF, the same as for the final published PDF edition.

To subscribe, complete the form below. If you are already a subscriber, click “Existing Subscriber” above.

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Yes, I agree to the terms of the evolving edition: the content is a work in progress and will change over time; chapters may be revised, added or removed; the PDF is for my personal use only and may not be redistributed; and I will receive any updates and the final PDF edition of the book when available, as well as invitations to occasional webinars and a 30% discount on ApaLibPy scripts. The price of the subscription is 80 CHF, which is the same as the price of the final PDF version.

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