This paper proposes a new method for financial portfolio optimization based on reducing simultaneous asset shocks … between time series' structural breaks. Then, we build on the classical portfolio optimization theory of Markowitz and use … breaks, such as a market crisis. Our method adds to a considerable literature of portfolio optimization techniques in …

Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio … investigate portfolio optimization based on the Minimum Spanning Tree (MST) method applied on the Moroccan All Shares Index (MASI …