We were visiting a hedge fund some years back when we had our first taste of the problem with mean-variance optimization—the tool advisors use to balance risk and reward in client portfolios. We ...

We had our first taste of the problem with mean-variance optimization at a hedge fund some years back. We loaded the positions into an optimizer, pressed the button, and discovered 25% of the ...

Our news journalists obtained a quote from the research from the University of Melbourne, "On the side of reinsurance, we require that the proportion of insurer's retained risk belong to [0, 1], is ...

Axioma, a global provider of risk and portfolio management solutions, released the latest version of Axioma Portfolio Optimizer (APO 2017.R4). Key updates include multi-core optimization for shorter ...

For more than 55 years, Institutional Investor has delivered the news and analysis that investment professionals need to succeed and stay relevant. Our coverage of the global asset management industry ...

According to Nvidia’s 2025 State of AI in Financial Services report, one in four firms identify portfolio optimization as the single most ROI generative application of AI in Finance. In reality, ...