Copertina

A Geometric Approach To Asset Allocation With Investor Views

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Antonov, Alexandre V., Balasubramanian, Koushik, Lipton, Alexander, de Prado, Marcos Lopez
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Mathematical Finance General Finance Portfolio Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Robust Asset-Liability Management
di: de Vries, Tjeerd, et al.
Pubblicazione: (2023)

Market-Based "Actual" Returns of Investors
di: Olkhov, Victor
Pubblicazione: (2023)

An Empirical study on Mutual fund factor-risk-shifting and its intensity on Indian Equity Mutual funds
di: Jeyaprakash, Rajesh ADJ, et al.
Pubblicazione: (2025)

Risk Budgeting Allocation for Dynamic Risk Measures
di: Pesenti, Silvana M., et al.
Pubblicazione: (2023)

Universal portfolios in continuous time: an approach in pathwise Itô calculus
di: Han, Xiyue, et al.
Pubblicazione: (2025)

A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
di: Bae, Hyunglip, et al.
Pubblicazione: (2025)

New approximate stochastic dominance approaches for Enhanced Indexation models
di: Cesarone, Francesco, et al.
Pubblicazione: (2024)

Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
di: Mounira, Chniguir, et al.
Pubblicazione: (2023)

Cross-Stock Predictability via LLM-Augmented Semantic Networks
di: Huang, Yikuan, et al.
Pubblicazione: (2026)

A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
di: Powers, Corinne
Pubblicazione: (2024)

From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design
di: Qadi, Abdulrahman, et al.
Pubblicazione: (2025)

In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models
di: Jacquier, Antoine, et al.
Pubblicazione: (2025)

Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
di: Bartesaghi, Paolo, et al.
Pubblicazione: (2025)

Neural Functionally Generated Portfolios
di: Monoyios, Michael, et al.
Pubblicazione: (2025)

Merton's Problem with Recursive Perturbed Utility
di: Dai, Min, et al.
Pubblicazione: (2026)

Retirement decision with addictive habit persistence in a jump diffusion market
di: Guan, Guohui, et al.
Pubblicazione: (2020)

Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
di: Meister, Bernhard K, et al.
Pubblicazione: (2024)

Forecasting stock return distributions around the globe with quantile neural networks
di: Barunik, Jozef, et al.
Pubblicazione: (2024)

Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
di: Ji, Jessica, et al.
Pubblicazione: (2024)

ESG Signaling on Wall Street in the AI Era
di: Chu, Qionghua
Pubblicazione: (2025)

Deep Learning, Predictability, and Optimal Portfolio Returns
di: Babiak, Mykola, et al.
Pubblicazione: (2020)

Utility Maximisation with Model-independent Constraints
di: Cox, Alexander M. G., et al.
Pubblicazione: (2025)

The Elasticity of Quantitative Investment
di: Davis, Carter
Pubblicazione: (2023)

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
di: Deng, Qi, et al.
Pubblicazione: (2023)

Hopfield Networks for Asset Allocation
di: Nicolini, Carlo, et al.
Pubblicazione: (2024)

Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
di: Wang, Huisheng, et al.
Pubblicazione: (2025)

High-Dimensional Mean-Variance Spanning Tests
di: Ardia, David, et al.
Pubblicazione: (2024)

A Three--Dimensional Efficient Surface for Portfolio Optimization
di: Qiu, Yimeng
Pubblicazione: (2026)

An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
di: Farzinnia, Arsham, et al.
Pubblicazione: (2024)

Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
di: Bai, Yang, et al.
Pubblicazione: (2021)

Optimal mutual insurance against systematic longevity risk
di: Armstrong, John, et al.
Pubblicazione: (2024)

Optimal payoff under Bregman-Wasserstein divergence constraints
di: Pesenti, Silvana M., et al.
Pubblicazione: (2024)

The Interplay between Utility and Risk in Portfolio Selection
di: Baggiani, Leonardo, et al.
Pubblicazione: (2025)

Outperforming a Benchmark with $α$-Bregman Wasserstein divergence
di: Pesenti, Silvana M., et al.
Pubblicazione: (2026)

Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
di: Dolinsky, Yan
Pubblicazione: (2025)

Is the annualized compounded return of Medallion over 35%?
di: Guo, Shuxin, et al.
Pubblicazione: (2024)

Data-generating process and time-series asset pricing
di: Guo, Shuxin, et al.
Pubblicazione: (2024)

Maximum drawdown, recovery, and momentum
di: Choi, Jaehyung
Pubblicazione: (2014)

Interpretable Systematic Risk around the Clock
di: He, Songrun
Pubblicazione: (2026)

Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
di: Alhamis, Innocentus
Pubblicazione: (2025)