Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...

Machine learning is reshaping the way portfolios are built, monitored, and adjusted. Investors are no longer limited to ...

Warning. This post is kind of a finance geek out. I'll try and keep it as basic as possible but I apologize in advance if I cause any heads to hit the keyboard… In this post I'll take a look at impact ...

The mean-variance optimization suggested by Henry Markowitz represents a path-breaking work, the beginning of the so-called Modern Portfolio Theory. This theory has been criticized by some researchers ...

We had our first taste of the problem with mean-variance optimization at a hedge fund some years back. We loaded the positions into an optimizer, pressed the button, and discovered 25% of the ...

Asset allocation matters. This process of combining different classes within an overall portfolio can help reduce risk and increase potential returns. From quantitative models to tactical approaches, ...

We were visiting a hedge fund some years back when we had our first taste of the problem with mean-variance optimization—the tool advisors use to balance risk and reward in client portfolios. We ...

Bloomberg Market Specialists Constantin Cosereanu and Douglas Edler contributed to this article. The original version appeared first on the Bloomberg Terminal. What should your post-pandemic asset ...