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markowitz-optimization
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# Markowitz Optimization
> Mean-variance optimization and efficient frontier construction for portfolio allocation.
## When to Activate
- User needs to construct an optimal portfolio from a universe of assets
- Building efficient frontiers or finding minimum-variance portfolios
- Implementing constrained portfolio optimization (long-only, sector limits, turnover)
- Dealing with estimation error in expected returns and covariance matrices
- Comparing robust optimization techniques (shrinkage, resampling, Bayesian)
## Core Concepts
### Mean-Variance Optimization (MVO)