Quantitative Investing — How Math Drives Effective Portfolio Allocation Strategies

Portfolio optimization is a fundamental problem in finance and investments, aiming to allocate assets in a way that maximizes expected returns while minimizing associated risk. The number of investment opportunities has grown considerably over time as a result of financial market globalization and the development of new investment vehicles. Bonds, equities or stocks, investment funds (including recently established socially responsible funds), derivatives, and assets resulting from securitization operations are now prominent types of instruments.

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