Ortec Finance in the media: Near optimal portfolio construction
VBA Journaal published a paper written by Martin van de Schans about the role of portfolio optimization.
Portfolio optimization is the current academic standard for determining an investor’s optimal portfolio. By incorporating future return information and the investor’s goal into the optimization problem, it aims to determine the investor’s optimal investment decision. In the paper is shown how near-optimal portfolios can be used in a new methodology for portfolio construction. Read the full article here.