Cover Image

Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Chakraborty, Biswarup
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Applications
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Portfolio Optimization via Transfer Learning
by: Wang, Kexin, et al.
Published: (2025)

Semiparametric Dynamic Copula Models for Portfolio Optimization
by: Pareek, Savita, et al.
Published: (2025)

Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
by: Alexander, Nolan, et al.
Published: (2026)

Unified Approach to Portfolio Optimization using the `Gain Probability Density Function' and Applications
by: Mascomère, Jean-Patrick, et al.
Published: (2025)

Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
by: Yadav, Rupendra, et al.
Published: (2026)

Bayesian Portfolio Optimization by Predictive Synthesis
by: Kato, Masahiro, et al.
Published: (2025)

Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing
by: Alexander, Nolan, et al.
Published: (2026)

Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
by: Yang, Parley R, et al.
Published: (2024)

On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk
by: Alexander, Nolan, et al.
Published: (2026)

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

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

Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
by: Jeleskovic, Vahidin, et al.
Published: (2023)

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

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

Smart Predict--then--Optimize Paradigm for Portfolio Optimization in Real Markets
by: Yi, Wang, et al.
Published: (2026)

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

Mitigating Extremal Risks: A Network-Based Portfolio Strategy
by: Hui, Qian, et al.
Published: (2024)

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

EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by: Luo, Haochen, et al.
Published: (2025)

Predictive Decision Synthesis for Portfolios: Betting on Better Models
by: Tallman, Emily, et al.
Published: (2024)

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

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

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

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

Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
by: Winarty, Visca Tri, et al.
Published: (2025)

skfolio: Portfolio Optimization in Python
by: Nicolini, Carlo, et al.
Published: (2025)

Large-Scale Asset Selection via Metric Dependence with Enriched High Frequency Information
by: Chen, Yangzhou, et al.
Published: (2026)

Asset allocation using a Markov process of clustered efficient frontier coefficients states
by: Alexander, Nolan, et al.
Published: (2026)

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

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

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

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

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

Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026)

Black-Litterman and ESG Portfolio Optimization
by: Alpern, Aviv, et al.
Published: (2025)

Financially Guided Deep Portfolio Optimization
by: Fernandes, Rahul, et al.
Published: (2026)

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

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

Optimal Option Portfolios for Skew-Elliptical t Returns
by: Sung, Kyle, et al.
Published: (2026)