### Introduction {#introduction} In the previous blog post The Conviction Pyramid of Portfolio Construction, we embarked on an exploration on various portfolio construction methods, each tailored ...

Economic Indicators: the informative and nerve-wracking data flow Financial market is like a bustling abstraction of the economic world, where people jump into the bus for economic objects such as...

Introduction? Let’s face it. Though laying the foundation of modern portfolio theory with its profound economic meaning, Mean Variance Optimization (MVO) often behave somewhat like a black box in ...

Hallerbach(2015): Advances in Portfolio Risk Control Introduction Ever since the birth of Mordern Portfolio Theory, mean variance optimization has taken a significant presence in portfolio constr...

Introduction It all starts with \(P_t = E_t(m_{t+1}x_{t+1})\)! At the heart of many interesting topics in finance such as factor pricing models, market anomalies, return preidiction, time variant...

Why should you care? It is likely that you will agree optimization has become an indispensable tool in the world of finance. Nowdays, it’s common to see people using optimizers to decide allocatio...