---
title: Geometric insights into robust portfolio construction
url: https://www.ml-quant.com/papers/doi/10-1142-s0219024924500249/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.1142/S0219024924500249
source_url: http://dx.doi.org/10.1142/S0219024924500249
featured: 2024-12-04
citations: 0
topic: Portfolio & Allocation
---


# Geometric insights into robust portfolio construction

The study argues that the equally weighted portfolio is inferior to the mean-variance portfolio, extending the result of an alpha-weight angle from unconstrained quadratic portfolio optimisations having an upper bound dependent on the covariance matrix's condition number.

- Source: http://dx.doi.org/10.1142/S0219024924500249
- Identifier: doi:10.1142/S0219024924500249
- Released: 2021-07-13
- First featured: Quant Letter No. 77 (2024-12-04): https://www.ml-quant.com/issues/2024-12-04/
- Citations (Semantic Scholar): 0
- Published in: International Journal of Theoretical and Applied Finance
- Topic: Portfolio & Allocation

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