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2. Portfolio optimization - Wikipedia

   en.wikipedia.org/wiki/Portfolio_optimization

   Portfolio optimization is the process of selecting an optimal portfolio (asset distribution), out of a set of considered portfolios, according to some objective. The objective typically maximizes factors such as expected return , and minimizes costs like financial risk , resulting in a multi-objective optimization problem.

3. Markowitz model - Wikipedia

   en.wikipedia.org/wiki/Markowitz_model

   The portfolio P is the most efficient portfolio, as it lies on both the CML and Efficient Frontier, and every investor would prefer to attain this portfolio, P. The P portfolio is known as the Market Portfolio and is generally the most diversified portfolio. It consists of essentially all shares and securities in the capital market (either long ...

4. Modern portfolio theory - Wikipedia

   en.wikipedia.org/wiki/Modern_portfolio_theory

   Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversification in investing, the idea that owning different kinds of financial assets is less risky than owning ...

5. A Guide to Portfolio Optimization Strategies

   www.aol.com/news/guide-portfolio-optimization...

   With regular portfolio review, you can make adjustments and … Continue reading ->The post A Guide to Portfolio Optimization Strategies appeared first on SmartAsset Blog.

6. Portfolio (finance) - Wikipedia

   en.wikipedia.org/wiki/Portfolio_(finance)

   This is an example of a multi-objective optimization problem: many efficient solutions are available and the preferred solution must be selected by considering a tradeoff between risk and return. In particular, a portfolio A is dominated by another portfolio A' if A' has a greater expected gain and a lesser risk than A.

7. Merton's portfolio problem - Wikipedia

   en.wikipedia.org/wiki/Merton's_portfolio_problem

   Merton's portfolio problem is a problem in continuous-time finance and in particular intertemporal portfolio choice. An investor must choose how much to consume and must allocate their wealth between stocks and a risk-free asset so as to maximize expected utility .

8. 10 Ways I Boosted My Investment Portfolio Returns

   www.aol.com/10-ways-improved-investment...

   Building and managing an investment portfolio is an ongoing journey of learning and growth. Over time, I've discovered various strategies and techniques that have significantly improved the...

9. Omega ratio - Wikipedia

   en.wikipedia.org/wiki/Omega_ratio

   The standard form of the Omega ratio is a non-convex function, but it is possible to optimize a transformed version using linear programming. [4] To begin with, Kapsos et al. show that the Omega ratio of a portfolio is: = ⁡ ⁡ [() +] + The optimization problem that maximizes the Omega ratio is given by: ⁡ ⁡ [() +], ⁡ (), =, The objective function is non-convex, so several ...