The importance of choosing the "right" brand name is well known in literature as well as in practice - at least for mass producers. But while the general phenomenon of mass customization gains more and more attention not only with regard to heterogeneous customers but also within research,...

The digital transformation is creating a need for mass customization of tactical asset allocation. Asset managers publish tactical asset allocation qualitative views regularly. However, the construction of robust portfolios from such views at large scale is often over-simplified. We propose a...