S&P 500 concentration risk is surging—top 10 now 41%. See a quant-optimized 15-stock barbell from Strong Buy picks for better ...

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Classical portfolio optimization (Markowitz mean-variance) has well-known limitations: sensitivity to estimation error, Gaussian return assumptions, and variance as a poor proxy for tail risk. CVaR ...

The final, formatted version of the article will be published soon. This work reports on a pilot study for optimizing the design of a fast neutron irradiation experiment in a thermal neutron spectrum, ...