---
title: Solution Uniqueness in Portfolio Optimization
url: https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-05n06-n-s0219024924500195/
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: RePEc:wsi:ijtafx:v:27:y:2024:i:05n06:n:s0219024924500195
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500195%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A05n06%3An%3As0219024924500195
featured: 2024-12-12
citations: unknown
topic: Portfolio & Allocation
---


# Solution Uniqueness in Portfolio Optimization

Research on mean-deviation portfolio optimization indicates that unique Pareto-optimal profit sharing in cooperative investment and unique solutions in the Black–Litterman asset allocation model cannot be expected.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500195%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A05n06%3An%3As0219024924500195
- Identifier: RePEc:wsi:ijtafx:v:27:y:2024:i:05n06:n:s0219024924500195
- Released: 2024-12-12
- First featured: Quant Letter No. 78 (2024-12-12): https://www.ml-quant.com/issues/2024-12-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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