The Treynor-Black model combines an active and passive portfolio strategy to enhance risk-adjusted returns. Discover how it ...

Post-modern portfolio theory uses downside risk to refine portfolio optimization. Learn how PMPT offers an alternative to modern portfolio theory for risk-adjusted returns.

Lynn Strongin Dodds looks at attempts in the derivatives industry to improve capital and margin optimisation in a rising cost environment Capital and margin optimisation are once again at the ...

Portfolio selection and optimisation strategies have evolved considerably over recent decades, driven by the need to manage increasingly complex financial markets and account for diverse sources of ...

Company delivered record performance across FX, Rates, and Credit products and launched innovative offerings ...

Portfolio optimisation and asset allocation strategies have evolved into sophisticated tools for managing financial risks while striving for superior returns. Recent advancements integrate classical ...

Does the term “portfolio optimization” sound intimidating? Does the arithmetical or computational aspect bring back the terror of high school math class? Rest ...

The investment industry is undergoing a transformation that is largely attributable to technological advancements. Investors will benefit from a basic understanding of ML algorithms and the impact ...

The diversification benefits of EM bonds, combined with the added potential of active management, support giving them a greater role in fixed income portfolios. The Efficient Frontier is a formal ...

Divestments in 2023 are important milestones of the Company's execution against its Portfolio Optimization which are part of the set strategic aspirations Delivers on commitment to improve leverage ...