We’re excited to be sponsoring QuantStrats 2024! Join us in New York on March 12 to discover how Gurobi is revolutionizing portfolio optimization.

Don’t miss Dr. Robert Luce’s insightful presentation, Portfolio Optimization Under Discrete Constraints, March 12th at 11:40 AM. Mathematical portfolio optimization is a tool for maximizing the expected return, minimizing the risk, or optimizing related measures for a portfolio of investments. Quantitative analysts and portfolio managers use portfolio optimization software to support them in making investment decisions. With Gurobi’s MIP technology it is possible to incorporate discrete decisions in the portfolio selection. Common examples are cardinality constraints on the number of allocations, or the consideration of transaction costs. In this talk we walk you through the modeling and solving capabilities of Gurobi for such portfolio optimization problems.

Schedule a meeting with us by emailing sales@gurobi.com.

Use code QSSponsor20 for 20% off tickets.

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