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Asset and Portfolio Optimization

Carlos Oliveira

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Abstract

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. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

About this research paper

What this paper is about

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. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Available abstract

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. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Key concepts: Portfolio, Portfolio optimization, Asset (computer security), Investment portfolio, Application portfolio management, Set (abstract data type), Post-modern portfolio theory, Portfolio investment

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