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

Machine learning is reshaping the way portfolios are built, monitored, and adjusted. Investors are no longer limited to ...

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 ...

Every investment involves some level of risk. Investors typically seek higher returns to compensate for increased investment risks. While higher risk may result in higher returns, an optimised ...

We assessed Bitcoin's application in portfolio optimization with quantitative techniques. Surprisingly, by adding Bitcoin to the Global Market Portfolio we were able to maximize Sharpe, Information, ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...

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 ...

Harry Markowitz won a Nobel Prize in Economics in 1990 for his work on a theory of portfolio management for individual wealth holders. Since that time, Modern Portfolio Theory (MPT) has become the ...