High volatility, meanwhile, has the opposite impact on the optimal ... to rebalance the portfolio using the previous formula. As such, only $157,500 would now be allocated to risky investments ...

We then use this method to study a general equilibrium exchange economy with multiple agents who differ in their degree of risk aversion and face borrowing constraints. We characterize explicitly the ...

This notebook demonstrates portfolio optimization to find the optimal investment portfolio that maximizes returns while minimizing risk.

risk-controlled framework. It aims to provide capital growth over time, while actively managing total portfolio risk, which we define in terms of volatility or value-at-risk (VaR). We manage GBaR ...

We develop a methodology to create data-driven predictive digital twins for optimal risk-aware clinical decision-making. We illustrate the methodology as an enabler for an anticipatory personalized ...

But with an unreliable risk profiler and portfolio risk analytics, you might be moving your client into an unsuitable portfolio. The output of traditional risk profiles typically squeeze investors ...

The long-run expected return for the Global Market Index remained above 7% for a third straight month in January, ticking ...

Stefano Iabichino introduces the application of stochastic optimal control to a bank’s net interest rate income. In his study, he delineates the optimal fund transfer policy, identifies the optimal ...

This ETF analysis will help you gauge the optimal fund for your stock portfolio. XLK and QQQ have ... without any regard for other sectors. That formula has worked well for XLK over the past ...

I always tell people that if you don’t take on any risk in your portfolio, you’re likely to end up with a savings balance you’re not so thrilled with come retirement. But you may reach a ...

Books that Morningstar researchers are giving and getting this year. We sell different types of products and services to both investment professionals and individual investors. These products and ...