Learn what analysis of variance (ANOVA) is, how it works, and when to use it. See how it helps compare means across multiple data groups in statistics and research.

The Minimum Variance Algorithm (MVA) follows much of the same logic as the Minimum Correlation Algorithm (MCA) and differs primarily in the objective function which is to minimize portfolio variance ...

The Minimum Variance Algorithm was compared to several standard optimization methods and algorithms in a recent set of tests done by Michael Kapler of Systematic Investor. Michael created a webpage ...

The Adaptive Asset Allocation (AAA) portfolio combines two different tactical approaches (momentum and minimum variance) into one algorithm. The intention of this portfolio recipe is to optimize ...

We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).