Portfolio optimisation and risk management form the bedrock of modern financial strategy, seeking to balance potential returns with manageable levels of risk. Building on the foundational work of ...

Abstract: Portfolio analysis is a crucial subject within modern finance. However, the classical Markowitz model, which was awarded the Nobel Prize in Economics in 1991, faces new challenges in ...

Abstract: This electronic document is a "live" template and Abstract—In the realm of capital markets, it is imperative for investors to select the most optimal assets considering various portfolio ...

Variable \(X_i\): Factored representation of each state. Domain \(D_i\): Set of allowable values for variable \(X_i\). Constraint \(C_i\): Consists of tuple of variables that participate in the ...