The MOSEK office received our copy of Dany Cajas book 'Advanced Portfolio Optimization' fresh off the press today!
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First impressions are really positive :)
Looks like it should be a great resource for many MOSEK users.
On that note we recently added a Books side on our website.
Where we we link to the book. There you can also find our own 'MOSEK Modeling Cookbook' and 'MOSEK Portfolio Optimization Cookbook'.
We free to reach out to support@mosek.com if you have a suggestion on books we should add.