Abstract: We study Markowitz's mean-variance portfolio optimization problem. When practically using this model, the mean vector and the covariance matrix of the assets returns often need to be ...

Last quarter, increased capital spending was interpreted as a signal for enthusiasm and confidence. But artificial ...

Savannah Louie isn’t apologizing for being a strong woman on “Survivor.” After winning “Survivor 49” Wednesday night, the 31-year-old former news reporter exclusively spoke to The Post about being ...

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...

This study investigates advanced portfolio optimization techniques that integrate copula functions and GARCH models to enhance risk-adjusted performance in the European stock market. Traditional ...

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...

As financial advisors navigate an increasingly complex investment landscape, the traditional 60/40 stock-bond portfolio allocation is facing unprecedented challenges. With heightened market volatility ...

This project implements advanced portfolio optimization techniques using numerical optimization methods in Python. The focus is on Conditional Value-at-Risk (CVaR) optimization and Mean-Variance ...

Adaptive Asset Allocation (AAA) offers a dynamic, rules-based portfolio strategy designed to deliver steady returns while minimizing downside risk. AAA stands out for ...

According to Nvidia’s 2025 State of AI in Financial Services report, one in four firms identify portfolio optimization as the single most ROI generative application of AI in Finance. In reality, ...

This project focuses on optimizing stock portfolios using various financial theories and machine learning models. It includes modules for factor analysis, mean-variance optimization, machine learning ...