The mean-variance optimization suggested by Henry Markowitz represents a path-breaking work, the beginning of the so-called Modern Portfolio Theory. This theory has been criticized by some researchers ...

We had our first taste of the problem with mean-variance optimization at a hedge fund some years back. We loaded the positions into an optimizer, pressed the button, and discovered 25% of the ...

Every investment involves some level of risk. Investors typically seek higher returns to compensate for increased investment risks. While higher risk may result in higher returns, an optimised ...

IBM recently helped HSBC pull off a quantum computing milestone. Now, IBM wants to further demonstrate quantum's use in finance. A joint study with Vanguard shows how quantum computing could shake up ...

Asset management has always been a crucial component of financial management. It involves the strategic allocation, monitoring, and optimization of an investor’s portfolio to achieve their financial ...

IBM made headlines in the financial and tech sectors last week with a quantum-powered bond trade it helped HSBC execute. IBM stock jumped as markets reacted to a milestone use case for the ...