With the advent of Big Data, managing large-scale portfolios of thousands of securities is one of the most challenging tasks in the asset management industry. This study uses an evolutionary multi objective technique to solve large-scale portfolio optimisation problems with both long-term listed...

In this paper we are considering an Organization with a central unit and several subunits. The central unit has to solve a coordination problem for the whole Organization, which can be stated as: How can the decisions concerning future acts needing scarce resources being at the central unit's...

We propose a simplified approach to mean-variance portfolio problems by changing their parametrisation from trading strategies to final positions. This allows us to treat, under a very mild no-arbitrage-type assumption, a whole range of quadratic optimisation problems by simple mathematical...