Discover how tail risk impacts portfolios, why rare financial events matter, and strategies for safeguarding investments against significant, unexpected losses.

Abstract: In this article, the classic portfolio selection problem is reformulated as nine convex optimization problems to maximize nine risk-adjusted performance indexes based on nine different risk ...

Every few years the financial world rediscovers private equity and declares it the secret club where all the real money is made. It is a compelling narrative. The smartest firms buy small companies, ...

Advisors intent on increasing their appeal to wealthy clients might consider entrusting portfolio construction to outside partners. Processing Content So suggest the findings of the research firm ...

This study investigates advanced portfolio optimization techniques that integrate copula functions and GARCH models to enhance risk-adjusted performance in the European stock market. Traditional ...

The following model stock portfolio is focused on capital appreciation using institutional-quality stocks. The goal is to beat the S&P 500 Index (SP500) as the benchmark. The following criteria were ...

ABSTRACT: In this paper, a theoretical model is introduced to solve for the optimal weights of debt (bonds) and equity (stocks) that determine the minimum weighted average cost of capital (WACC), ...

Model portfolios – ready-made third-party investment plans – surged to a record $7.7 trillion in assets in the first quarter of 2025, underscoring the growing demand for efficient, off-the-rack ...

For decades, advisors have marketed themselves as portfolio managers, tailoring asset allocation to each client’s unique goals, risk tolerance and life stage. But a silent revolution is underway: ...

Abstract: Portfolio selection stands as a paramount concern within the realm of decision-making and management engineering. However, owing to the inherent intricacies of capital markets and the ...