{"id":7587,"date":"2019-07-05T09:19:26","date_gmt":"2019-07-05T13:19:26","guid":{"rendered":"https:\/\/ibkrcampus.com\/?p=7587"},"modified":"2023-01-20T15:09:27","modified_gmt":"2023-01-20T20:09:27","slug":"ronald-hochreiter-contemporary-portfolio-optimization-modeling-with-r","status":"publish","type":"post","link":"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ronald-hochreiter-contemporary-portfolio-optimization-modeling-with-r\/","title":{"rendered":"Ronald Hochreiter &#8211; Contemporary Portfolio Optimization Modeling with R"},"content":{"rendered":"\n<p>In case you missed it! This presentation on <strong>Portfolio Optimization with R <\/strong>is available on IBKR&#8217;s YouTube Channel.<\/p>\n\n\n\n<p>Ronald Hochreiter will review the most common ways to conduct the task of portfolio optimization with R. After this introduction, he will address some remarks about the modeling of portfolio problems. In the second part, we will demonstrate a revolutionary way to model and solve portfolio optimization problems using R. The basic idea of conceptualizing a new way to model portfolio optimization problems is to build a portfolio optimization modeling language on top of a generalized algebraic modeling language. By focusing on several modeling and optimization approaches, the webinar is designed to provide new insights for a broad range of interested parties.<\/p>\n\n\n\n<figure class=\"wp-block-embed-youtube wp-block-embed is-type-video is-provider-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\"><figure><iframe width=\"854\" height=\"480\" src=\" https:\/\/www.youtube.com\/embed\/rZcPSGoSnDQ?rel=0\" frameborder=\"0\" allow=\"accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture\" allowfullscreen=\"\"><\/iframe><\/figure><\/div><\/figure>\n","protected":false},"excerpt":{"rendered":"<p>Contemporary Portfolio Optimization Modeling with R. Ronald Hochreiter will review the most common ways to conduct portfolio optimization.<\/p>\n","protected":false},"author":90,"featured_media":5676,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":"","jetpack_post_was_ever_published":false},"categories":[343,338,341,351,352,344,342],"tags":[1688,487,508],"contributors-categories":[13576],"class_list":{"0":"post-7587","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"has-post-thumbnail","7":"category-programing-languages","8":"category-ibkr-quant-news","9":"category-quant-development","10":"category-quant-europe","11":"category-quant-north-america","12":"category-quant-regions","13":"category-r-development","14":"tag-portfolio-optimization","15":"tag-r","16":"tag-rstudio","17":"contributors-categories-interactive-brokers"},"pp_statuses_selecting_workflow":false,"pp_workflow_action":"current","pp_status_selection":"publish","acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v26.9 (Yoast SEO v27.8) - https:\/\/yoast.com\/product\/yoast-seo-premium-wordpress\/ -->\n<title>Ronald Hochreiter &#8211; Contemporary Portfolio Optimization Modeling with R<\/title>\n<meta name=\"description\" content=\"Contemporary Portfolio Optimization Modeling with R. Ronald Hochreiter will review the most common ways to conduct portfolio optimization.\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.interactivebrokers.com\/campus\/wp-json\/wp\/v2\/posts\/7587\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Ronald Hochreiter - Contemporary Portfolio Optimization Modeling with R\" \/>\n<meta property=\"og:description\" content=\"Contemporary Portfolio Optimization Modeling with R. Ronald Hochreiter will review the most common ways to conduct portfolio optimization.\" \/>\n<meta property=\"og:url\" content=\"https:\/\/www.interactivebrokers.com\/campus\/ibkr-quant-news\/ronald-hochreiter-contemporary-portfolio-optimization-modeling-with-r\/\" \/>\n<meta property=\"og:site_name\" content=\"IBKR Campus US\" \/>\n<meta property=\"article:published_time\" content=\"2019-07-05T13:19:26+00:00\" \/>\n<meta property=\"article:modified_time\" content=\"2023-01-20T20:09:27+00:00\" \/>\n<meta property=\"og:image\" content=\"https:\/\/www.interactivebrokers.com\/campus\/wp-content\/uploads\/sites\/2\/2019\/05\/R-article.jpg\" \/>\n\t<meta property=\"og:image:width\" content=\"600\" \/>\n\t<meta property=\"og:image:height\" content=\"300\" \/>\n\t<meta property=\"og:image:type\" content=\"image\/jpeg\" \/>\n<meta name=\"author\" content=\"IBKR Quant\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data1\" content=\"IBKR Quant\" \/>\n\t<meta name=\"twitter:label2\" content=\"Est. reading time\" \/>\n\t<meta name=\"twitter:data2\" content=\"1 minute\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\n\t    \"@context\": \"https:\\\/\\\/schema.org\",\n\t    \"@graph\": [\n\t        {\n\t            \"@type\": \"NewsArticle\",\n\t            \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/ibkr-quant-news\\\/ronald-hochreiter-contemporary-portfolio-optimization-modeling-with-r\\\/#article\",\n\t            \"isPartOf\": {\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/ibkr-quant-news\\\/ronald-hochreiter-contemporary-portfolio-optimization-modeling-with-r\\\/\"\n\t            },\n\t            \"author\": {\n\t                \"name\": \"IBKR Quant\",\n\t                \"@id\": \"https:\\\/\\\/ibkrcampus.com\\\/campus\\\/#\\\/schema\\\/person\\\/8279da2435a7846d83a358a25c49b8f4\"\n\t            },\n\t            \"headline\": \"Ronald Hochreiter &#8211; 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