The pressing need of real-world problems for quick, simple, and implementable solutions coupled with a recently increased research productivity on improved and rigorously evaluated heuristic methods ...

We consider the problem of dynamic portfolio optimization in a discrete-time, finite-horizon setting. Our general model considers risk aversion, portfolio constraints (e. g., no short positions), ...

Optimization technology is an important part of analytics. Optimization allows you to mathematically “narrow your choices the very best when there are virtually innumerable feasible options and ...