Noé Larquemin·Dec 19, 2025Why Your 10-Supplier Strategy Is Probably Wrong: The Math That Changed My View on ProcurementWhat a 2025 mathematical breakthrough taught me about supplier portfolios — and why less really is more
MB20261·Mar 28, 2025Python by Examples: Mean-Variance Efficiency and UtilityIntroduction: Mean-Variance Efficiency and Utility Theory are foundational components in the realm of modern portfolio analysis. At their…
Luca Donghi, CFA, CMT, FDP·Jul 20, 2024Deep Learning for Tactical Asset AllocationIn this article I am going to show how Deep Learning models can be effectively used for tactical asset allocation (TAA), and how they can…
Malyukov·Mar 12, 2023Портфельная оптимизация (начало). По Bernd Scherer “Portfolio Construction and Risk Budgeting”Mean-Variance-based оптимизация (на русский переведем как оптимизация по среднему и дисперсии, но пользоваться буду MV-оптимизация и…
InTDS ArchivebyShafquat Arefeen·Mar 21, 2018Pulling Stock Data and Creating an Efficient Frontier in ExcelI mentioned in a previous post on how to get (nearly) live stock data from Google Finance. However, if you start pulling data from…A response icon1
