The firm’s flagship Target Allocation ETF Model Portfolio series includes 11 portfolios ranging from 100% equity to 100% fixed income in 10% increments.

HPR-LP: A GPU Solver for Linear Programming A Julia implementation of the Halpern Peaceman-Rachford (HPR) method for solving linear programming (LP) problems on the GPU.

Discover how a well-designed asset allocation portfolio safeguards against future inflation amidst excessive U.S. government spending.

With the rapid appreciation of the largest stocks, the asset-class goalposts have moved.

Enhanced the Black-Litterman model by incorporating vine-copula models for market equilibrium returns and ensemble machine learning for forecasting asset returns. Used ML model errors to quantify view ...

A shift in how financial advisors structure client portfolios will drive asset allocation model portfolios to a new $2.9 trillion asset milestone by 2026, predicts a new report from Cerulli ...

However, standard FOMs, such as the primal-dual hybrid gradient (PDHG) method, are not yet reliable for LP problems, solving only a small fraction of instances. Google researchers introduce PDLP ...

Asset allocation model portfolio assets continue to grow as adviser practices shift the way they construct client portfolios as asset allocation model portfolio assets are projected to reach $2.9trn ...