Portfolio Optimization: 9 Methods to Beat the Market
In this post, you will read:
An introduction to key concepts in portfolio optimization, including assets, returns, weights, and covariance
A discussion of different portfolio optimization strategies, such as Mean-Variance Optimization (MVO), Global Minimum Variance Portfolio (GMVP), Equal-Weighted Portfolio (EWP), Inverse-Volatility Portfolio (IVP), and M…