---
title: Portfolio Optimization
url: https://www.ml-quant.com/papers/ssrn/5127391/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5127391
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5127391
featured: 2025-02-19
citations: unknown
topic: Portfolio & Allocation
---


# Portfolio Optimization

The paper presents a unified framework for portfolio optimization, combining traditional Mean-Variance analysis with additional risk constraints for robust investment strategies.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5127391
- Identifier: SSRN 5127391
- Released: 2025-02-06
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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