Cover Image

Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Huang, Hanyue, Sun, Qiguo, Yang, Xibei
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal Control of Reserve Asset Portfolios for Stablecoins
by: Hammerl, Alexander
Published: (2025)

Market-Adaptive Ratio for Portfolio Management
by: Lee, Ju-Hong, et al.
Published: (2023)

Optimal Option Portfolios for Skew-Elliptical t Returns
by: Sung, Kyle, 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)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
by: Yamamichi, Hiroki
Published: (2025)

Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
by: Chang, Yen Jui, et al.
Published: (2025)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)

Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
by: Karimi, Nader, et al.
Published: (2025)

A Global Optimal Theory of Portfolio beyond R-$σ$ Model
by: Liu, Yifan, et al.
Published: (2026)

Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)

Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy
by: Chakraborty, Biswarup
Published: (2025)

Uniform Pessimistic Risk and its Optimal Portfolio
by: Hong, Sungchul, et al.
Published: (2023)

Mean Field Game of Optimal Tracking Portfolio
by: Bo, Lijun, et al.
Published: (2025)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)

Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
by: Xu, Peng
Published: (2025)

Sustainable Investment: ESG Impacts on Large Portfolio
by: Wu, Ruike, et al.
Published: (2026)

Mirror Descent Algorithms for Risk Budgeting Portfolios
by: Iglesias, Martin Arnaiz, et al.
Published: (2024)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)

Regime-Adaptive Continual Learning for Portfolio Management
by: Pan, Chaofan, et al.
Published: (2026)

Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
by: Sun, Chuting, et al.
Published: (2023)

Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by: Gao, Jianjun, et al.
Published: (2025)

Bayesian Parametric Portfolio Policies
by: Herculano, Miguel C.
Published: (2026)

Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
by: Chen, J., et al.
Published: (2024)

Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
by: Coronado-Vaca, M.
Published: (2025)

Deep Declarative Risk Budgeting Portfolios
by: Parra-Diaz, Manuel, et al.
Published: (2025)

MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
by: Deng, Liwei, et al.
Published: (2024)

The Gibbs Posterior and Parametric Portfolio Choice
by: Lamoureux, Christopher G.
Published: (2026)

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

Finding Near-Optimal Portfolios With Quality-Diversity
by: Gašperov, Bruno, et al.
Published: (2024)

Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks
by: Jha, Ayush, et al.
Published: (2025)

A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
by: Huang, Gang, et al.
Published: (2024)

Multimodal Deep Reinforcement Learning for Portfolio Optimization
by: Nawathe, Sumit, et al.
Published: (2024)

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

Portfolio Management using Deep Reinforcement Learning
by: Pawar, Ashish Anil, et al.
Published: (2024)

Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by: Kothari, Saumya, et al.
Published: (2024)

Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)

A Practitioner's Guide to AI+ML in Portfolio Investing
by: Fan, Mehmet Caner Qingliang
Published: (2025)

Modern Portfolio Diversification with Arte-Blue Chip Index
by: Levy, Simon, et al.
Published: (2024)

Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
by: Li, Zhenglong, et al.
Published: (2024)