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Optimization is definitely very useful, especially for portfolio optimization where we maximize the utility of the return of a portfolio as linear weighted return vector of assets subject to a desired risk level: $$ \max_{w\in[0,1]^n} U(\mu_p(w),\sigma_p(w))\quad s.t. \sum_{i=1}^n w_i=1$$ where $w$ being the portfolio weights, and $U$ utility function. ...

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