Investment strategies based on forecasts are (almost) useless
Fuente:
arXiv
Saved in:
| Main Author: | Weba, Michael |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by: Donisch, Michael, et al.
Published: (2025)
by: Donisch, Michael, et al.
Published: (2025)
Sustainable Investment: ESG Impacts on Large Portfolio
by: Wu, Ruike, et al.
Published: (2026)
by: Wu, Ruike, et al.
Published: (2026)
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by: Li, Jing, et al.
Published: (2025)
by: Li, Jing, et al.
Published: (2025)
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)
by: Wysocki, Maciej, et al.
Published: (2025)
A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)
by: Storti, Giuseppe, et al.
Published: (2022)
Optimal Investment with Costly Expert Opinions
by: Knochenhauer, Christoph, et al.
Published: (2024)
by: Knochenhauer, Christoph, et al.
Published: (2024)
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
by: de Vilmarest, Joseph, et al.
Published: (2023)
by: de Vilmarest, Joseph, et al.
Published: (2023)
Optimal Investment under the Influence of Decision-changing Imitation
by: Wang, Huisheng, et al.
Published: (2024)
by: Wang, Huisheng, et al.
Published: (2024)
Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
by: Chen, Bingzheng, et al.
Published: (2024)
by: Chen, Bingzheng, et al.
Published: (2024)
Quantitative Investment Diversification Strategies via Various Risk Models
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)
Constructing an Investment Fund through Stock Clustering and Integer Programming
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)
by: Gharanchaei, Maysam Khodayari, et al.
Published: (2024)
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
by: Colaneri, Katia, et al.
Published: (2024)
by: Colaneri, Katia, et al.
Published: (2024)
Simulation-based approach for Multiproject Scheduling based on composite priority rules
by: Alvarez-Campana, Pablo, et al.
Published: (2024)
by: Alvarez-Campana, Pablo, et al.
Published: (2024)
Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions
by: Bartesaghi, Paolo, et al.
Published: (2025)
by: Bartesaghi, Paolo, et al.
Published: (2025)
Theoretical Frameworks for Integrating Sustainability Factors into Institutional Investment Decision-Making
by: Alhamis, Innocentus
Published: (2025)
by: Alhamis, Innocentus
Published: (2025)
Diversification quotient based on expectiles
by: Han, Xia, et al.
Published: (2024)
by: Han, Xia, et al.
Published: (2024)
Dynamic Investment Strategies Through Market Classification and Volatility: A Machine Learning Approach
by: Li, Jinhui, et al.
Published: (2025)
by: Li, Jinhui, et al.
Published: (2025)
The Elasticity of Quantitative Investment
by: Davis, Carter
Published: (2023)
by: Davis, Carter
Published: (2023)
Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework
by: Vidler, Alicia
Published: (2024)
by: Vidler, Alicia
Published: (2024)
Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty
by: Yadav, Rupendra, et al.
Published: (2025)
by: Yadav, Rupendra, et al.
Published: (2025)
Time consistent portfolio strategies for a general utility function
by: Mbodji, Oumar
Published: (2026)
by: Mbodji, Oumar
Published: (2026)
Enhancement of price trend trading strategies via image-induced importance weights
by: Zhu, Zhoufan, et al.
Published: (2024)
by: Zhu, Zhoufan, et al.
Published: (2024)
Automate Strategy Finding with LLM in Quant Investment
by: Kou, Zhizhuo, et al.
Published: (2024)
by: Kou, Zhizhuo, et al.
Published: (2024)
Dynamic Black-Litterman
by: Abdelhakmi, Anas, et al.
Published: (2024)
by: Abdelhakmi, Anas, et al.
Published: (2024)
Constrained portfolio optimization in a life-cycle model
by: Li, Wenyuan, et al.
Published: (2024)
by: Li, Wenyuan, et al.
Published: (2024)
Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal
by: Agrawal, Vidhi, et al.
Published: (2024)
by: Agrawal, Vidhi, et al.
Published: (2024)
Modern Portfolio Diversification with Arte-Blue Chip Index
by: Levy, Simon, et al.
Published: (2024)
by: Levy, Simon, et al.
Published: (2024)
Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
by: Lee, Zhang Chern, et al.
Published: (2024)
by: Lee, Zhang Chern, et al.
Published: (2024)
Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
by: Wang, Wenyuan, et al.
Published: (2024)
by: Wang, Wenyuan, et al.
Published: (2024)
Cyber risk and the cross-section of stock returns
by: Celeny, Daniel, et al.
Published: (2024)
by: Celeny, Daniel, et al.
Published: (2024)
Optimal life insurance and annuity decision under money illusion
by: Li, Wenyuan, et al.
Published: (2024)
by: Li, Wenyuan, et al.
Published: (2024)
Application of the Kelly Criterion to Prediction Markets
by: Meister, Bernhard K
Published: (2024)
by: Meister, Bernhard K
Published: (2024)
Asset management with an ESG mandate
by: Azzone, Michele, et al.
Published: (2024)
by: Azzone, Michele, et al.
Published: (2024)
Quantum computing approach to realistic ESG-friendly stock portfolios
by: Catalano, Francesco, et al.
Published: (2024)
by: Catalano, Francesco, et al.
Published: (2024)
Multimodal Deep Reinforcement Learning for Portfolio Optimization
by: Nawathe, Sumit, et al.
Published: (2024)
by: Nawathe, Sumit, et al.
Published: (2024)
Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
by: Chen, J., et al.
Published: (2024)
by: Chen, J., et al.
Published: (2024)
Application and practice of AI technology in quantitative investment
by: Bi, Shuochen, et al.
Published: (2024)
by: Bi, Shuochen, et al.
Published: (2024)
Dynamic Asset Allocation with Asset-Specific Regime Forecasts
by: Shu, Yizhan, et al.
Published: (2024)
by: Shu, Yizhan, et al.
Published: (2024)
LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by: Valeyre, Sebastien, et al.
Published: (2024)
by: Valeyre, Sebastien, et al.
Published: (2024)
Betting Against (Bad) Beta
by: Herculano, Miguel C.
Published: (2024)
by: Herculano, Miguel C.
Published: (2024)
Similar Items
-
An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by: Donisch, Michael, et al.
Published: (2025) -
Sustainable Investment: ESG Impacts on Large Portfolio
by: Wu, Ruike, et al.
Published: (2026) -
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by: Li, Jing, et al.
Published: (2025) -
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025) -
A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)