Portfolio optimization is a crucial aspect of managing finances for institutions. It involves deciding how to distribute wealth among different assets. Traditional methods of portfolio optimization ...

The investment industry is undergoing a transformation that is largely attributable to technological advancements. Investors will benefit from a basic understanding of ML algorithms and the impact ...

Stochastic dominance provides a rigorous method to compare uncertain prospects without imposing restrictive assumptions on investor risk preferences, thus offering an alternative to traditional ...

Tim Magee presented “Power Portfolio Optimization: Combining Hydropower and Production Costs Models” at the annual conference of the Institute for Operations Research and the Management Sciences on ...