Finally, a major challenge in portfolio optimization is estimating the covariance matrix, especially for high dimensional data.

The paper introduces the minCluster portfolio, a portfolio optimization method that combines downside risk measures, hierarchical clustering, and cellwise robustness. The method retrieves the ...

NEW YORK CITY, NY / ACCESS Newswire / June 26, 2025 / AstraBit has integrated a portfolio optimization engine grounded in Markowitz’s Modern Portfolio Theory (MPT) and Post-Modern Portfolio ...

Wind Engineering, Vol. 45, No. 4, Special Issue 2019 IREC Conference (August 2021), pp. 807-821 (15 pages) The optimized siting of grid-scale renewable generation is a viable technique to minimize the ...