Saved in:
| Main Authors: | Billert, Fabian, Conrad, Stefan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.20397 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
by: Lis, Szymon
Published: (2024)
by: Lis, Szymon
Published: (2024)
Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026)
by: Cho, Hanyong, et al.
Published: (2026)
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)
by: Cheng, Tuoyuan, et al.
Published: (2023)
Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
by: Ghatak, Sid, et al.
Published: (2025)
by: Ghatak, Sid, et al.
Published: (2025)
Construction and Hedging of Equity Index Options Portfolios
by: Wysocki, Maciej, et al.
Published: (2024)
by: Wysocki, Maciej, et al.
Published: (2024)
HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization
by: Coriat, Benjamin, et al.
Published: (2025)
by: Coriat, Benjamin, et al.
Published: (2025)
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)
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)
by: Azzone, Michele, et al.
Published: (2026)
Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
by: Kang, Shaofeng, et al.
Published: (2025)
by: Kang, Shaofeng, et al.
Published: (2025)
Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
by: Sun, Chuting, et al.
Published: (2023)
by: Sun, Chuting, et al.
Published: (2023)
DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
by: Zhong, Jianyuan, et al.
Published: (2024)
by: Zhong, Jianyuan, et al.
Published: (2024)
The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
by: Fanous, Gregory A.
Published: (2026)
by: Fanous, Gregory A.
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)
Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)
by: Jaffri, Ali, et al.
Published: (2025)
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by: Kothari, Saumya, et al.
Published: (2024)
by: Kothari, Saumya, et al.
Published: (2024)
Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by: Alonso, Miquel Noguer i
Published: (2026)
by: Alonso, Miquel Noguer i
Published: (2026)
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)
by: Huang, Gang, et al.
Published: (2024)
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)
by: Chen, Kefan, et al.
Published: (2025)
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
by: Lucius, Travon, et al.
Published: (2025)
by: Lucius, Travon, et al.
Published: (2025)
Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance
by: Liu, Chang
Published: (2026)
by: Liu, Chang
Published: (2026)
AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
by: Pham, The Anh, et al.
Published: (2026)
by: Pham, The Anh, et al.
Published: (2026)
Reinforcement Learning for Financial Index Tracking
by: Peng, Xianhua, et al.
Published: (2023)
by: Peng, Xianhua, et al.
Published: (2023)
Markowitz Portfolio Construction at Seventy
by: Boyd, Stephen, et al.
Published: (2024)
by: Boyd, Stephen, 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)
Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
by: Alexander, Nolan, et al.
Published: (2026)
by: Alexander, Nolan, et al.
Published: (2026)
Hedging carbon risk with a network approach
by: Azzone, Michele, et al.
Published: (2023)
by: Azzone, Michele, et al.
Published: (2023)
Basis Immunity: Isotropy as a Regularizer for Uncertainty
by: Segonne, Florent
Published: (2025)
by: Segonne, Florent
Published: (2025)
Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
by: Inzirillo, Hugo
Published: (2024)
by: Inzirillo, Hugo
Published: (2024)
PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by: Zhao, Siqiao, et al.
Published: (2024)
by: Zhao, Siqiao, et al.
Published: (2024)
FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
by: Arun, Abhinav, et al.
Published: (2025)
by: Arun, Abhinav, et al.
Published: (2025)
Constrained portfolio optimization in a life-cycle model
by: Li, Wenyuan, et al.
Published: (2024)
by: Li, Wenyuan, et al.
Published: (2024)
A Levered ETF Anomaly Explained
by: Bianchi, Stephen W., et al.
Published: (2026)
by: Bianchi, Stephen W., et al.
Published: (2026)
Indifference pricing of pure endowments in a regime-switching market model
by: Cretarola, Alessandra, et al.
Published: (2023)
by: Cretarola, Alessandra, et al.
Published: (2023)
Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
by: Wiklund, Stig-Johan, et al.
Published: (2025)
by: Wiklund, Stig-Johan, et al.
Published: (2025)
A Dynamic Model of Private Asset Allocation
by: Chen, Hui, et al.
Published: (2025)
by: Chen, Hui, et al.
Published: (2025)
A Causal Perspective of Stock Prediction Models
by: Xu, Songci, et al.
Published: (2025)
by: Xu, Songci, et al.
Published: (2025)
A mixture transition distribution approach to portfolio optimization
by: De Blasis, Riccardo, et al.
Published: (2025)
by: De Blasis, Riccardo, et al.
Published: (2025)
A Practitioner's Guide to AI+ML in Portfolio Investing
by: Fan, Mehmet Caner Qingliang
Published: (2025)
by: Fan, Mehmet Caner Qingliang
Published: (2025)
A Unified Theory of Ownership Concentration, Overlap, and Dependence
by: Alonso, Miquel Noguer i, et al.
Published: (2026)
by: Alonso, Miquel Noguer i, et al.
Published: (2026)
Similar Items
-
Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
by: Lis, Szymon
Published: (2024) -
Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026) -
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023) -
Increase Alpha: Performance and Risk of an AI-Driven Trading Framework
by: Ghatak, Sid, et al.
Published: (2025) -
Construction and Hedging of Equity Index Options Portfolios
by: Wysocki, Maciej, et al.
Published: (2024)