Index tracking and portfolio optimization are pivotal techniques in modern financial management, aiming to replicate the performance of a benchmark index while minimising discrepancies and risk. This ...

The Treynor-Black model combines an active and passive portfolio strategy to enhance risk-adjusted returns. Discover how it optimizes portfolios for better performance.

A differentiating attribute of software companies is the way they integrate customer feedback into product development. Software is designed and built so that its use creates actionable data, which is ...

Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

Portfolio selection and optimisation strategies have evolved considerably over recent decades, driven by the need to manage increasingly complex financial markets and account for diverse sources of ...

The investment industry is undergoing a transformation that is largely attributable to technological advancements. Investors will benefit from a basic understanding of ML algorithms and the impact ...

Does the term “portfolio optimization” sound intimidating? Does the arithmetical or computational aspect bring back the terror of high school math class? Rest ...

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 ...