The quadratic programming technique takes into account additional risk parameters compared to other major portfolio construction techniques but also requires more inputs, which leads to more noise.

The screening technique ranks stocks by risk-adjusted alpha but it does not apply any additional risk control measures such as weighting the selected stocks by their relative capitalization.

The stratification technique splits the list of stocks into categories and maintains risk control by overweighting the categories with lower risks and underweighting the categories with higher risks.

The linear programming technique focuses on the pair-wise correlations of stocks rather than characterizing each stock along multiple dimensions of risk such as size industry, volatility, or beta.