We’re excited to be sponsoring QuantStrats Europe 2024!
Join us in London on 8th of October 2024 to discover how Gurobi is revolutionizing portfolio optimization.
Don’t miss Dr. Robert Luce’s insightful presentation, Portfolio Optimization Under Discrete Constraints, 8th of October at 10:45 AM. Mathematical portfolio optimization is a tool for maximizing the expected return, minimizing the risk, or optimizing related measures for a portfolio of investments. Quantitative analysts and portfolio managers use portfolio optimization software to support them in making investment decisions. With Gurobi’s MIP technology it is possible to incorporate discrete decisions in the portfolio selection. Common examples are cardinality constraints on the number of allocations, or the consideration of transaction costs. In this talk we walk you through the modeling and solving capabilities of Gurobi for such portfolio optimization problems.
Robert Luce, Principal Developer
Gurobi Optimization
Schedule a meeting with us by emailing sales@gurobi.com.
Use code QSSponsor20 for 20% off tickets.
Principal Developer
Gurobi Optimization
Principal Developer
Gurobi Optimization
Dr. Luce is an experienced researcher in applied mathematics, and author of numerous publications in the fields of numerical linear algebra and optimization. He holds a Ph.D. from Technical University of Berlin.
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