Optimal control theory provides a mathematical framework for devising strategies that steer dynamical systems towards a desired performance while minimising a prescribed cost function. In recent ...

Investors need to be cautious of the risks of relying too heavily on historic correlations that are prone to change. The current positive correlation between bonds and equities undermines fixed income ...

Investing can often feel like navigating a maze of endless options and ever-shifting market conditions. This is where the Modern Portfolio Theory (MPT) comes in, offering a roadmap for making smarter ...

We conducted a comprehensive study to evaluate the impact of incorporating bitcoin and ether into a traditional 60% equity/40% bond investment portfolio. The findings indicate that a strategic ...