Model portfolios continue to gain traction with financial advisors. Approximately $424 billion follows model portfolios as of June 2023, a 48% increase from $286 billion two years prior[1]. With this ...

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

We consider the problem of dynamic portfolio optimization in a discrete-time, finite-horizon setting. Our general model considers risk aversion, portfolio constraints (e. g., no short positions), ...

NEW YORK CITY, NY / ACCESS Newswire / June 26, 2025 / AstraBit has integrated a portfolio optimization engine grounded in Markowitz’s Modern Portfolio Theory (MPT) and Post-Modern Portfolio Theory ...

The rise of automation in portfolio management and optimization exposes a flaw between managers and machines: Is the optimization process actually tied to the portfolio? And are managers really ...

The portfolio optimization model has limited impact in practice because of estimation issues when applied to real data. To address this, we adapt two machine learning methods, regularization and cross ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC, the leader in decision intelligence technology, is pleased to announce the launch of a dedicated technical documentation resource (“Gurobi ...

With the launch of the new spot Bitcoin (CRYPTO: BTC) ETFs in January, there's now growing debate about just how much Bitcoin is prudent to hold in a well-diversified portfolio. Until this year, the ...