Resource

Unlocking Alpha with Gurobi: Smarter Portfolio Optimization and Backtesting

Learn how financial experts use Gurobi to design, test, and refine portfolio strategies that balance performance, risk, and real-world trading constraints.

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FAQ

Mean-Variance Portfolio Optimization: Concepts, Models, and Tools

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Resource

Portfolio Optimization with MIP: Transforming Investment Strategies

Discover how MIP technology can enhance portfolio optimization, empowering investors to process large datasets, detect patterns, and make better decisions that align with their long-term financial goals.

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Event

Scaling Precision: Fast, Flexible Portfolio Optimization for Retail Investing

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Event

Portfolio Optimization Under Discrete Constraints

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Jupyter Model

Portfolio Optimization with Gurobi

This documentation provides several self-contained Jupyter notebooks that discuss the modeling of typical features in mean-variance (M-V) portfolio optimization.

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Case Study

SwissQuant: Portfolio Optimization

See how swissQuant quickly creates optimal portfolios for private bank clients.

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Case Study

Robeco: Investment Portfolio Optimization

Discover how global asset management firm Robeco uses Gurobi to optimize the construction and performance of its systematic fixed-income investment portfolios, which encompass around EUR 12.5 billion in assets.

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Case Study

Hewlett-Packard: Project Portfolio Optimization

See how Hewlett Packard Global IT optimized the selection and scheduling of a portfolio of IT projects.

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News

Marketing Attribution Uses Gurobi to Transform Global Media Optimization

Advanced optimization drives faster decisions and double-digit ROI gains for global advertisers.

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News

Gurobi Optimization Helps MyGoals Transform Personal Financial Planning

Canadian fintech harnesses mathematical optimization to deliver smarter, tax-efficient retirement and financial strategies

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News

Light Up the World Uses Gurobi Optimization to Deliver Clean Energy and Technology to Remote Communities

Nonprofit leverages Gurobi to cut solar design time, lower costs, and expand clean energy and technology access in Peru

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