Robust portfolio optimization refers to finding an asset allocation strategy whose behavior
under the worst possible realizations of the uncertain inputs, eg, returns and covariances, is …

The mean-variance model is widely acknowledged as the foundation of portfolio allocation
because it provides a framework for analyzing the trade-off between risk and return for …

While portfolio optimization is generally based on the return and risk of a portfolio, goal-
based investing primarily focuses on achieving financial goals of individuals, which has …

A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and
Analytics provides an up-to-date understanding of the analytic investment process for …

Robust optimization has become a widely implemented approach in investment
management for incorporating uncertainty into financial models. The first applications were …

The earliest documented analytical approach to portfolio selection is Markowitz's mean–
variance analysis, which attempts to find the portfolio with optimal performance by …

Portfolio optimization is the basic quantitative approach for finding optimal portfolio weights.
It has become increasingly important as portfolio construction involves more and more data …

The cryptocurrency market is understood as being more volatile than traditional asset
classes. Therefore, modeling the volatility of cryptocurrencies is important for making …

Markowitz [1952] introduced a framework based on portfolio return and risk, often referred to
as the mean–variance frame work, for developing numerous contributions to portfolio …

Due to ongoing economic and business changes and intense competition in the vehicle
industry, the market potential for vehicle demand remains uncertain. This introduces a …