Abstract: This paper explores the framework of portfolio optimization from the perspective of mathematical programming techniques. It provides analysis of portfolio optimization techniques, classified into three categories: classical, advanced, and emerging methods. Classical portfolio optimization techniques - such as Mean-Variance Optimization (MVO), Linear Programming (LP), and Quadratic Programming (QP), form the foundation of portfolio theory and continue to be widely used because of their simplicity and interpretability. Advanced techniques, including Stochastic Programming (SP) and Mixed-Integer Programming.....
Keywords: Portfolio optimization, Mathematical programming, Classical, Advanced, Emerging techniques.
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