Questions related to mathematical methods used for searching of optimal portfolio structures. Also related to questions on optimal structure of portfolios from both strategic and tactical point of view
A portfolio optimization is inseparable part of decision-making in finance ranging from highly technical questions on a number crunching to idea generation.
It comprises mathematical methods used for solving optimization tasks related to portfolio construction with specified return, parameters (volatility, VaR, CVaR and others) and other constraints, for example Markowitz method, Monte Carlo method etc.
In broader sense the portfolio optimization is also connected with strategic and tactical decisions on an approach to investing.
