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 ...

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 ...