Actionable product demand and usage feedback must find its way back to portfolio managers for continuous portfolio optimization to occur. Morningstar provides a framework and measurement for matching ...

Some insurance firms challenged with a portfolio of high-variance risks face the classic trade-off between risk spreading and risk retaining. Using crop insurance as an example, a new solution to this ...

Justin Lowry, president and chief investment officer of Global Beta Advisors, highlighted the game-changing role of risk-based portfolio optimization at the 2024 Nitrogen Fearless Investing Summit. By ...

The rise of automation in portfolio management and optimization exposes a flaw between managers and machines: Is the optimization process actually tied to the portfolio? And are managers really ...

A two-fund stock-and-bond portfolios can often be improved by swapping the stocks fund for a leveraged version (and adjusting allocations).....Or by swapping the bonds fund for a leveraged version.

In my previous article, I showed that there was only a marginal improvement in volatility for a given return between an optimal portfolio derived from a universe of 117 stocks and one derived from a ...

Starwood Property Trust, Inc. STWD is gaining from its steady income through investments in commercial mortgage-backed securities (CMBS) and commercial real estate (CRE) debt. Its portfolio ...