News
Finally, a major challenge in portfolio optimization is estimating the covariance matrix, especially for high dimensional data.
The paper introduces the minCluster portfolio, a portfolio optimization method that combines downside risk measures, hierarchical clustering, and cellwise robustness. The method retrieves the ...
Wind Engineering, Vol. 45, No. 4, Special Issue 2019 IREC Conference (August 2021), pp. 807-821 (15 pages) The optimized siting of grid-scale renewable generation is a viable technique to minimize the ...
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 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback