The Common 60/40 Portfolio Is Less Effective Now, And Here's A Better Allocation

The classic 60/40 allocation faces heightened risks. Find out why I recommend a mix of 60% equities, 20% precious metals, and ...
Boise State Public Radio

Nick Reiner spoke openly about addiction before arrest

Years before his arrest, Nick Reiner had been candid about addiction, recovery, and a film he co-wrote based on his life.
IEEE

Neural Networks for Portfolio Analysis With Cardinality Constraints

Abstract: Portfolio analysis is a crucial subject within modern finance. However, the classical Markowitz model, which was awarded the Nobel Prize in Economics in 1991, faces new challenges in ...
Frontiers

Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

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 ...
IEEE

Implementation of Markowitz Mean-Variance Model Based on Matrix-Valued Factor Algorithm

Abstract: Accurate modeling and prediction of the financial asset covariance matrix plays an important role in building an effective portfolio. In this paper, a predictable matrix value factor model ...
SciELO

Analysis of new approaches used in portfolio optimization: a systematic literature review

Paper aims To do a comprehensive review of the exact and heuristic methods, software/programming languages, constraints, and types of analysis (technical and fundamental) used to solve the portfolio ...
IEEE

Portfolio Optimization and Risk Assessment Based on Random Weighting, Markowitz Mean-variance Model and Genetic Algorithm

Abstract: This paper explores the portfolio optimization and risk assessment problem by exploiting the random weighting method, Markowitz mean-variance model, and genetic algorithm. First, the ...