What is the best way to optimize your retirement portfolio? Which assets work the best with the S&P 500 (SPY). How do ...

Forbes contributors publish independent expert analyses and insights. Empowering smarter money moves. Historically, one of the arguments for diversity equity inclusion was that diverse teams make ...

The S&P 500 Concentration Risk: With the top 10 mega-cap stocks now making up a record 41% of the index, SPY has effectively become an undiversified tech fund. A Quantitative Solution: By applying ...

Introduction: The Portfolio Optimization Process Needs to Be Revamped. For decades, portfolio optimization has been the pinnacle of modern finance. In the 1950s, with the introduction of Harry ...

There are essentially four parts to the venture capitalist’s (VC) job: finding companies, picking winners, winning deals and adding value. This fourth pillar should take precedence right now, a time ...

We isolate the sustainability signal by constructing optimized portfolios that neutralize active factor exposures while maintaining a small tracking-error limit ...

Modern computer technology has long since caught up to modern portfolio theory. Markowitz's principle of optimization -- that an appropriately diverse mix of assets will minimize risk and maximize ...

This focused session discusses factor misalignment in portfolios construction, specifically around how it occurs when mean-variance optimization is performed on an alpha factor that is not contained ...