Asset allocation - dividing resources among different investment categories - is a way to lessen the risk of losses in a financial portfolio. Over the past decade, it has become increasingly critical ...

Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...

The mean-variance optimization suggested by Henry Markowitz represents a path-breaking work, the beginning of the so-called Modern Portfolio Theory. This theory has been criticized by some researchers ...