The Evolution of Portfolio Theory: Integrating Machine Learning with Markowitz Optimization
Modern Portfolio Theory (MPT), developed by Harry Markowitz, transformed investment practices by wisely balancing risk and return. Nonetheless, its efficacy wanes in fluctuating financial markets due to its dependence on historical data and fixed assumptions. This paper investigates incorporating Ma...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2025-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2025/09/shsconf_icdde2025_02023.pdf |
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