Liad Wagman on Portfolio Optimization

Liad Wagman September 24, 2024

ICLE Academic Affiliate Liad Wagman was quoted by Phys.Org in a story about research into investment portfolio optimization. You can read the full piece here.

“Professor Edirisinghe’s approach advances portfolio optimization,” said Liad Wagman, Ph.D., dean of Rensselaer’s Lally School of Management. “The integration of sparsity and leverage controls within a data-driven framework leads to better-performing portfolios.”