Asset and Portfolio Optimization

  • Carlos Oliveira


Portfolio managers have to face several investment issues such as rebalancing a portfolio for optimal performance or adjusting a new set of investments depending on their client’s predefined long-term goals. Optimization-based techniques have been developed over the years to deal with these as well as some other common portfolio construction problems.


Covariance Volatility 

Copyright information

© Carlos Oliveira 2015

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.NJUnited States

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