Actionable product demand and usage feedback must find its way back to portfolio managers for continuous portfolio optimization to occur. Morningstar provides a framework and measurement for matching ...

The portfolio optimization model has limited impact in practice because of estimation issues when applied to real data. To address this, we adapt two machine learning methods, regularization and cross ...

Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...

This paper studies the dynamic portfolio choice problem with ambiguous jump risks in a multidimensional jump-diffusion framework. We formulate a continuoustime model of incomplete market with ...

NEW YORK CITY, NY / ACCESS Newswire / June 26, 2025 / AstraBit has integrated a portfolio optimization engine grounded in Markowitz’s Modern Portfolio Theory (MPT) and Post-Modern Portfolio Theory ...

Guillermo Novo, Chairman & CEO, highlighted the completion of portfolio optimization and stated, “We delivered resilient performance in a mixed demand environment with stable trends across most ...