Monday, June 19, 2023

New Portfolio Optimization Cookbook chapters and notebooks

We are happy to share that our Portfolio Optimization Cookbook has been updated and new chapters has been added. We have also added new notebooks with code examples.
The additions cover among other things:
  • CVaR
  • EVaR
  • Gaussian mixture return model
  • Risk budgeting
  • Robust optimization
  • Multiperiod optimization
As usual the new concepts are implemented in Mosek Fusion for Python

Tuesday, June 6, 2023

MOSEK 10.1 - more platforms and OptServerLight

We are delighted to announce MOSEK 10.1 (Beta). It is a direct continuation of version 10.0 which adds support for:
  • Python 3.11
  • OptServerLight - a lightweight remote optimization server.
  • Rust and Julia Optimizer APIs as official APIs.
  • Native M1 Mosek Optimization Toolbox for Matlab.
You can read more and find all the information, documentation and downloads on the latest release page.