Asset managers publish tactical asset allocation views regularly. The implementation of such (usually qualitative) views, in portfolios is often over-simplistic. We propose a robust framework to industrialize the construction of tailored portfolios consistent with the views. First, an...

The digital transformation is creating a need for mass customization of tactical asset allocation. Asset managers publish tactical asset allocation qualitative views regularly. However, the construction of robust portfolios from such views at large scale is often over-simplified. We propose a...