The allocation of resources is a crucial undertaking in various fields, and selecting an optimization approach plays a central role in attaining the intended results. The present work aims to conduct ...

We introduce an asset-allocation framework based on the active control of the value-at-risk of the portfolio. Within this framework, we compare two paradigms for making the allocation using neural ...

Model Allocation Update (August 10, 2025) This article provides ongoing analysis of my Asset Allocation Model for 2025 (the " Model Allocation " or " Model ").