Without Cortana
By using the Xbox button on your controller if your controller is paired to your Xbox One.
By using the official Windows 10 Microsoft Xbox app. To make this work, you have to connect your Xbox One to the Windows 10 app by following these steps. If streaming works, your Xbox One is connected to your Windows 10 Xbox app. Now shutdown your Xbox One. You should still see your Xbox listed in the Windows 10 Xbox app. It now should also offer you an option to turn on your Xbox One see screenshot below), and there you have it! :)
Notice: I only tested this on my Xbox One connected by LAN, Xbox One configured in high energy mode and with the Windows 10 Xbox app version 38.38.14002.00000. Comments if this works on WiFi and on low energy settings are welcome.
A screenshot (in dutch) of what this looks like:

With Cortana
I don't think Cortana supports waking your xbox by using your voice nativly so you need a 3th party script or app. The script or app should use the wake-on-lan protocol and target your xbox one MAC adres to wake it. This guy has a video about cortana waking his pc, it should also work with your xbox one.
Another option might want to look into is using IFTT with the Cortana integration and some other wake-on-lan integration. This is an example to wake your xbox one by using Google Assistant. You might create your own working applet without any scripting at all.