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.

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

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 ...

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 ...

Portfolio optimization is a crucial aspect of managing finances for institutions. It involves deciding how to distribute wealth among different assets. Traditional methods of portfolio optimization ...

Stochastic dominance provides a rigorous method to compare uncertain prospects without imposing restrictive assumptions on investor risk preferences, thus offering an alternative to traditional ...

Ingersoll Rand pays out a small dividend, which allows them to utilize FCF to grow. The company has outperformed the S&P 500 over the past 5 years. Optimization of Ingersoll's portfolio has enabled ...

Portfolio Strategy and Optimization AvalonBay continues to advance its portfolio optimization strategy, with a clear focus on increasing its suburban allocation from 70% at year-end 2023 to a target ...