Network-based diversification of stock and cryptocurrency portfolios
Fuente:
arXiv
Guardado en:
| Autores principales: | Kitanovski, Dimitar, Mishkovski, Igor, Stojkoski, Viktor, Mirchev, Miroslav |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach
por: Markov, Vladimir
Publicado: (2025)
por: Markov, Vladimir
Publicado: (2025)
Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics
por: Wang, Haochuan
Publicado: (2025)
por: Wang, Haochuan
Publicado: (2025)
Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
por: Wang, Wei, et al.
Publicado: (2024)
por: Wang, Wei, et al.
Publicado: (2024)
Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
por: Jha, Ayush, et al.
Publicado: (2025)
por: Jha, Ayush, et al.
Publicado: (2025)
Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
por: Soliman, Daniel
Publicado: (2025)
por: Soliman, Daniel
Publicado: (2025)
Market-Based Probability of Stock Returns
por: Olkhov, Victor
Publicado: (2023)
por: Olkhov, Victor
Publicado: (2023)
Asset Returns, Portfolio Choice, and Proportional Wealth Taxation
por: Frøseth, Anders G
Publicado: (2026)
por: Frøseth, Anders G
Publicado: (2026)
Heterogeneous Returns and Wealth Tax Neutrality: A Fokker-Planck Framework
por: Frøseth, Anders G
Publicado: (2026)
por: Frøseth, Anders G
Publicado: (2026)
Extensions to the Wealth Tax Neutrality Framework
por: Frøseth, Anders G
Publicado: (2026)
por: Frøseth, Anders G
Publicado: (2026)
Flow Taxes, Stock Taxes, and Portfolio Choice: A Generalised Neutrality Result
por: Frøseth, Anders G
Publicado: (2026)
por: Frøseth, Anders G
Publicado: (2026)
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
por: Sato, Yuki, et al.
Publicado: (2024)
por: Sato, Yuki, et al.
Publicado: (2024)
Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
por: Olkhov, Victor
Publicado: (2024)
por: Olkhov, Victor
Publicado: (2024)
Market-Based Portfolio Variance
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Market-Based "Actual" Returns of Investors
por: Olkhov, Victor
Publicado: (2023)
por: Olkhov, Victor
Publicado: (2023)
Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Unwitting Markowitz' Simplification of Portfolio Random Returns
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Market-Based Variance of Market Portfolio and of Entire Market
por: Olkhov, Victor
Publicado: (2025)
por: Olkhov, Victor
Publicado: (2025)
Uncertainty Quantification in Portfolio Temperature Alignment
por: Weichel, Hendrik, et al.
Publicado: (2024)
por: Weichel, Hendrik, et al.
Publicado: (2024)
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
por: Singha, Mainak
Publicado: (2025)
por: Singha, Mainak
Publicado: (2025)
Revisiting the Excess Volatility Puzzle Through the Lens of the Chiarella Model
por: Kurth, Jutta G., et al.
Publicado: (2025)
por: Kurth, Jutta G., et al.
Publicado: (2025)
To VaR, or Not to VaR, That is the Question
por: Olkhov, Victor
Publicado: (2021)
por: Olkhov, Victor
Publicado: (2021)
Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
por: Wang, Huisheng, et al.
Publicado: (2025)
por: Wang, Huisheng, et al.
Publicado: (2025)
End-to-End Portfolio Optimization with Quantum Annealing
por: Morapakula, Sai Nandan, et al.
Publicado: (2025)
por: Morapakula, Sai Nandan, et al.
Publicado: (2025)
Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty
por: Bai, Yang, et al.
Publicado: (2021)
por: Bai, Yang, et al.
Publicado: (2021)
Can Large Language Models Improve Venture Capital Exit Timing After IPO?
por: Rashidi, Mohammadhossien
Publicado: (2025)
por: Rashidi, Mohammadhossien
Publicado: (2025)
Dynamic Investment-Driven Insurance Pricing and Optimal Regulation
por: Chen, Bingzheng, et al.
Publicado: (2024)
por: Chen, Bingzheng, et al.
Publicado: (2024)
Diversification for infinite-mean Pareto models without risk aversion
por: Chen, Yuyu, et al.
Publicado: (2024)
por: Chen, Yuyu, et al.
Publicado: (2024)
Optimal Fees for Liquidity Provision in Automated Market Makers
por: Campbell, Steven, et al.
Publicado: (2025)
por: Campbell, Steven, et al.
Publicado: (2025)
Geometric Brownian motion with intermittent entries and exits
por: Pal, Suvam, et al.
Publicado: (2026)
por: Pal, Suvam, et al.
Publicado: (2026)
Measures of physical mixing evaluate the economic mobility of the typical individual
por: Stojkoski, Viktor
Publicado: (2022)
por: Stojkoski, Viktor
Publicado: (2022)
A Joint Energy and Differentially-Private Smart Meter Data Market
por: Chhachhi, Saurab, et al.
Publicado: (2024)
por: Chhachhi, Saurab, et al.
Publicado: (2024)
Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns
por: Fujii, Masaaki
Publicado: (2025)
por: Fujii, Masaaki
Publicado: (2025)
Feasibility-First Satellite Integration in Robust Portfolio Architectures
por: Garrone, Roberto
Publicado: (2026)
por: Garrone, Roberto
Publicado: (2026)
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
por: Jeleskovic, Vahidin, et al.
Publicado: (2023)
por: Jeleskovic, Vahidin, et al.
Publicado: (2023)
Mean-Field Price Formation on Trees with Multi-Population and Non-Rational Agents
por: Fujii, Masaaki
Publicado: (2025)
por: Fujii, Masaaki
Publicado: (2025)
Measuring Social Media Network Effects
por: Aral, Sinan, et al.
Publicado: (2025)
por: Aral, Sinan, et al.
Publicado: (2025)
Reconstructing Large Scale Production Networks
por: Bhattathiripad, Ashwin, et al.
Publicado: (2025)
por: Bhattathiripad, Ashwin, et al.
Publicado: (2025)
Aggregative Efficiency of Bayesian Learning in Networks
por: Dasaratha, Krishna, et al.
Publicado: (2019)
por: Dasaratha, Krishna, et al.
Publicado: (2019)
The R&D Productivity Puzzle: Innovation Networks with Heterogeneous Firms
por: Heydari, M. Sadra, et al.
Publicado: (2025)
por: Heydari, M. Sadra, et al.
Publicado: (2025)
When Is Degree Enough? Bounds on Degree-Eigenvector Misalignment in Assortative Structured Networks
por: Puravankara, Sreerag, et al.
Publicado: (2025)
por: Puravankara, Sreerag, et al.
Publicado: (2025)
Ejemplares similares
-
Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach
por: Markov, Vladimir
Publicado: (2025) -
Heterogeneous Trader Responses to Macroeconomic Surprises: Simulating Order Flow Dynamics
por: Wang, Haochuan
Publicado: (2025) -
Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
por: Wang, Wei, et al.
Publicado: (2024) -
Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
por: Jha, Ayush, et al.
Publicado: (2025) -
Impact IRR: Leveraging Modern Portfolio Theory to Define Impact Investments
por: Soliman, Daniel
Publicado: (2025)