F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
Fuente:
arXiv
Guardado en:
| Autor principal: | Gavhale, Siddharth |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
por: Chen, Heming, et al.
Publicado: (2025)
por: Chen, Heming, et al.
Publicado: (2025)
Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
por: Menda, Kunal, et al.
Publicado: (2025)
por: Menda, Kunal, et al.
Publicado: (2025)
LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
por: Valeyre, Sebastien, et al.
Publicado: (2024)
por: Valeyre, Sebastien, et al.
Publicado: (2024)
Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance
por: Liu, Chang
Publicado: (2026)
por: Liu, Chang
Publicado: (2026)
Sector Rotation by Factor Model and Fundamental Analysis
por: Yang, Runjia, et al.
Publicado: (2023)
por: Yang, Runjia, et al.
Publicado: (2023)
Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
por: Xiong, Zheli
Publicado: (2026)
por: Xiong, Zheli
Publicado: (2026)
Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
por: Xu, Peng
Publicado: (2025)
por: Xu, Peng
Publicado: (2025)
A Levered ETF Anomaly Explained
por: Bianchi, Stephen W., et al.
Publicado: (2026)
por: Bianchi, Stephen W., et al.
Publicado: (2026)
A Dynamic Model of Private Asset Allocation
por: Chen, Hui, et al.
Publicado: (2025)
por: Chen, Hui, et al.
Publicado: (2025)
A Causal Perspective of Stock Prediction Models
por: Xu, Songci, et al.
Publicado: (2025)
por: Xu, Songci, et al.
Publicado: (2025)
A mixture transition distribution approach to portfolio optimization
por: De Blasis, Riccardo, et al.
Publicado: (2025)
por: De Blasis, Riccardo, et al.
Publicado: (2025)
A Practitioner's Guide to AI+ML in Portfolio Investing
por: Fan, Mehmet Caner Qingliang
Publicado: (2025)
por: Fan, Mehmet Caner Qingliang
Publicado: (2025)
A Unified Theory of Ownership Concentration, Overlap, and Dependence
por: Alonso, Miquel Noguer i, et al.
Publicado: (2026)
por: Alonso, Miquel Noguer i, et al.
Publicado: (2026)
Asset and Factor Risk Budgeting: A Balanced Approach
por: Cetingoz, Adil Rengim, et al.
Publicado: (2023)
por: Cetingoz, Adil Rengim, et al.
Publicado: (2023)
A Global Optimal Theory of Portfolio beyond R-$σ$ Model
por: Liu, Yifan, et al.
Publicado: (2026)
por: Liu, Yifan, et al.
Publicado: (2026)
The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
por: Fanous, Gregory A.
Publicado: (2026)
por: Fanous, Gregory A.
Publicado: (2026)
Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
por: Lis, Szymon
Publicado: (2024)
por: Lis, Szymon
Publicado: (2024)
The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
por: Fu, Weilong
Publicado: (2025)
por: Fu, Weilong
Publicado: (2025)
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
por: Cheng, Tuoyuan, et al.
Publicado: (2023)
por: Cheng, Tuoyuan, et al.
Publicado: (2023)
A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
por: Billert, Fabian, et al.
Publicado: (2024)
por: Billert, Fabian, et al.
Publicado: (2024)
Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
por: Suárez, Fernando, et al.
Publicado: (2025)
por: Suárez, Fernando, et al.
Publicado: (2025)
Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
por: Alonso, Miquel Noguer i
Publicado: (2026)
por: Alonso, Miquel Noguer i
Publicado: (2026)
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
por: Chen, Kefan, et al.
Publicado: (2025)
por: Chen, Kefan, et al.
Publicado: (2025)
A Deep Reinforcement Learning Framework for Dynamic Portfolio Optimization: Evidence from China's Stock Market
por: Huang, Gang, et al.
Publicado: (2024)
por: Huang, Gang, et al.
Publicado: (2024)
Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
por: Kang, Shaofeng, et al.
Publicado: (2025)
por: Kang, Shaofeng, et al.
Publicado: (2025)
AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
por: Pham, The Anh, et al.
Publicado: (2026)
por: Pham, The Anh, et al.
Publicado: (2026)
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
por: Wysocki, Maciej, et al.
Publicado: (2025)
por: Wysocki, Maciej, et al.
Publicado: (2025)
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
por: Li, Jing, et al.
Publicado: (2025)
por: Li, Jing, et al.
Publicado: (2025)
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
por: Engel, Ryan, et al.
Publicado: (2025)
por: Engel, Ryan, et al.
Publicado: (2025)
Breaking the Trend: How to Avoid Cherry-Picked Signals
por: Valeyre, Sebastien
Publicado: (2025)
por: Valeyre, Sebastien
Publicado: (2025)
An Explicit Solution for the Problem of Optimal Investment with Random Endowment
por: Donisch, Michael, et al.
Publicado: (2025)
por: Donisch, Michael, et al.
Publicado: (2025)
Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
por: Yamamichi, Hiroki
Publicado: (2025)
por: Yamamichi, Hiroki
Publicado: (2025)
Correlation Structures and Regime Shifts in Nordic Stock Markets
por: Girnyk, Maksym A.
Publicado: (2025)
por: Girnyk, Maksym A.
Publicado: (2025)
Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
por: Coronado-Vaca, M.
Publicado: (2025)
por: Coronado-Vaca, M.
Publicado: (2025)
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
por: Huang, Hanyue, et al.
Publicado: (2025)
por: Huang, Hanyue, et al.
Publicado: (2025)
Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
por: Meade, N., et al.
Publicado: (2025)
por: Meade, N., et al.
Publicado: (2025)
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
por: Ramirez-Carrillo, Gonzalo, et al.
Publicado: (2025)
por: Ramirez-Carrillo, Gonzalo, et al.
Publicado: (2025)
Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
por: Karimi, Nader, et al.
Publicado: (2025)
por: Karimi, Nader, et al.
Publicado: (2025)
Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies
por: Armstrong, John, et al.
Publicado: (2025)
por: Armstrong, John, et al.
Publicado: (2025)
The bias of IID resampled backtests for rolling-window mean-variance portfolios
por: Paskaramoorthy, Andrew, et al.
Publicado: (2025)
por: Paskaramoorthy, Andrew, et al.
Publicado: (2025)
Ejemplares similares
-
Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
por: Chen, Heming, et al.
Publicado: (2025) -
Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
por: Menda, Kunal, et al.
Publicado: (2025) -
LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
por: Valeyre, Sebastien, et al.
Publicado: (2024) -
Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance
por: Liu, Chang
Publicado: (2026) -
Sector Rotation by Factor Model and Fundamental Analysis
por: Yang, Runjia, et al.
Publicado: (2023)