:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Gavhale, Siddharth
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	https://arxiv.org/abs/2507.04859
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal vs. Naive Diversification in the Cryptocurrencies Market: The Role of Time-Varying Moments and Transaction Costs
by: Chen, Heming, et al.
Published: (2025)

Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
by: Menda, Kunal, et al.
Published: (2025)

LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by: Valeyre, Sebastien, et al.
Published: (2024)

Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance
by: Liu, Chang
Published: (2026)

Sector Rotation by Factor Model and Fundamental Analysis
by: Yang, Runjia, et al.
Published: (2023)

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

Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
by: Xiong, Zheli
Published: (2026)

A Levered ETF Anomaly Explained
by: Bianchi, Stephen W., et al.
Published: (2026)

A Dynamic Model of Private Asset Allocation
by: Chen, Hui, et al.
Published: (2025)

A Causal Perspective of Stock Prediction Models
by: Xu, Songci, et al.
Published: (2025)

A mixture transition distribution approach to portfolio optimization
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)

A Unified Theory of Ownership Concentration, Overlap, and Dependence
by: Alonso, Miquel Noguer i, et al.
Published: (2026)

Asset and Factor Risk Budgeting: A Balanced Approach
by: Cetingoz, Adil Rengim, et al.
Published: (2023)

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

The Engineering of Skew: A Path-Dependent Framework for Asymmetric Volatility Management
by: Fanous, Gregory A.
Published: (2026)

Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
by: Lis, Szymon
Published: (2024)

The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
by: Fu, Weilong
Published: (2025)

A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
by: Cheng, Tuoyuan, et al.
Published: (2023)

A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
by: Billert, Fabian, et al.
Published: (2024)

Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
by: Suárez, Fernando, et al.
Published: (2025)

Distributional Portfolio Optimization (DPO): A Unified Framework for Distributions over Weights, Returns, and Parameters
by: Alonso, Miquel Noguer i
Published: (2026)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, 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)

Optimal Portfolio Construction -- A Reinforcement Learning Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach
by: Kang, Shaofeng, et al.
Published: (2025)

AlgoXpert Alpha Research Framework. A Rigorous IS WFA OOS Protocol for Mitigating Overfitting in Quantitative Strategies
by: Pham, The Anh, et al.
Published: (2026)

Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
by: Schneider, Matthew J., et al.
Published: (2024)

A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by: Di Nosse, Daniele Maria, et al.
Published: (2024)

A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
by: Lucius, Travon, 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)

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

Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by: Li, Jing, et al.
Published: (2025)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025)

Breaking the Trend: How to Avoid Cherry-Picked Signals
by: Valeyre, Sebastien
Published: (2025)

An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by: Donisch, Michael, et al.
Published: (2025)

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

Correlation Structures and Regime Shifts in Nordic Stock Markets
by: Girnyk, Maksym A.
Published: (2025)

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

Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by: Huang, Hanyue, et al.
Published: (2025)