With the publication of his simply titled dissertation, "Portfolio Selection," 55 years ago, Harry Markowitz, a doctoral candidate in economics at the University of Chicago, presented the investment ...

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 ...

Axioma, a global provider of risk and portfolio management solutions, released the latest version of Axioma Portfolio Optimizer (APO 2017.R4). Key updates include multi-core optimization for shorter ...

This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. Key updates include multi-core optimisation for shorter optimisation run ...

The emphasis on portfolio structure and asset allocation over security selection and market timing has served investors well and is supported by volumes of academic research. However, aspects of this ...

Theory and practice in money management have a rocky relationship. What looks good on paper often suffers a difficult and even a fatal transition to the real world for several reasons, including ...