Concepedia

Concept

portfolio optimization

Parents

6.9K

Publications

437.8K

Citations

10.4K

Authors

2.7K

Institutions

About

Portfolio optimization is a methodological approach and academic concept within financial economics and operations research focused on constructing investment portfolios by selecting asset allocations to achieve specific objectives, typically maximizing expected return for a defined level of risk or minimizing risk for a target return. It investigates the efficient frontier of investment possibilities, utilizing quantitative models and techniques to balance the inherent trade-off between potential reward and volatility, thereby informing strategic investment decisions and improving risk-adjusted performance.

Top Authors

Rankings shown are based on concept H-Index.

DL

Chinese University of Hong Kong

FJ

Ecole des Hautes Etudes Commerciales du Nord

MK

University of Delhi

PG

University of Delhi

XH

University of Science and Technology Beijing

Top Institutions

Rankings shown are based on concept H-Index.

Columbia University

New York, United States

Stanford University

Stanford, United States

University of Waterloo

Waterloo, Canada