Thank you for your interest in Axioma.

We invite you to download "Robust Portfolio Optimization", an article from the Spring 2007 issue of The Journal of Portfolio Management. This article discusses the advantages of robust optimization, an approach long embraced by Axioma as superior to traditional mean variance optimization. In addition, we're offering two papers written by Axioma's researchers that are referenced in the in the article.
  • Robust Portfolio Optimization
  • Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction
  • Computing Return Estimation Error Matrices for Robust Optimization
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Robust Portfolio Optimization
Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction
Computing Return Estimation Error Matrices for Robust Optimization


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