Portfolio optimisation and risk management form the bedrock of modern financial strategy, seeking to balance potential returns with manageable levels of risk. Building on the foundational work of ...

Markowitz introduced portfolio selection, also known as the modern portfolio theory, in 1952. He was the pioneer who showed how to reduce the variance of the investment portfolio via diversification.

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 ...

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 ...

Lynn Strongin Dodds looks at attempts in the derivatives industry to improve capital and margin optimisation in a rising cost environment Capital and margin optimisation are once again at the ...

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, ...