Signed network models for portfolio optimization
Fuente:
arXiv
Guardado en:
| Autor principal: | Adhikari, Bibhas |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Constrained portfolio optimization in a life-cycle model
por: Li, Wenyuan, et al.
Publicado: (2024)
por: Li, Wenyuan, et al.
Publicado: (2024)
A mixture transition distribution approach to portfolio optimization
por: De Blasis, Riccardo, et al.
Publicado: (2025)
por: De Blasis, Riccardo, et al.
Publicado: (2025)
Class of topological portfolios: Are they better than classical portfolios?
por: Goel, Anubha, et al.
Publicado: (2026)
por: Goel, Anubha, et al.
Publicado: (2026)
Enhancing CVaR portfolio optimisation performance with GAM factor models
por: Lauria, Davide, et al.
Publicado: (2023)
por: Lauria, Davide, et al.
Publicado: (2023)
Optimal trend following portfolios
por: Valeyre, Sebastien
Publicado: (2022)
por: Valeyre, Sebastien
Publicado: (2022)
Signed network models for dimensionality reduction of portfolio optimization
por: Adhikari, Bibhas
Publicado: (2026)
por: Adhikari, Bibhas
Publicado: (2026)
Statistical applications of the 20/60/20 rule in risk management and portfolio optimization
por: Pączek, Kewin, et al.
Publicado: (2025)
por: Pączek, Kewin, et al.
Publicado: (2025)
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
por: Colaneri, Katia, et al.
Publicado: (2024)
por: Colaneri, Katia, et al.
Publicado: (2024)
Consumption-portfolio choice with preferences for liquid assets
por: Guan, Guohui, et al.
Publicado: (2025)
por: Guan, Guohui, et al.
Publicado: (2025)
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
por: Jeleskovic, Vahidin, et al.
Publicado: (2023)
por: Jeleskovic, Vahidin, et al.
Publicado: (2023)
Risk management in multi-objective portfolio optimization under uncertainty
por: Becker, Yannick, et al.
Publicado: (2024)
por: Becker, Yannick, et al.
Publicado: (2024)
On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
por: Bo, Lijun, et al.
Publicado: (2023)
por: Bo, Lijun, et al.
Publicado: (2023)
Quantum computing approach to realistic ESG-friendly stock portfolios
por: Catalano, Francesco, et al.
Publicado: (2024)
por: Catalano, Francesco, et al.
Publicado: (2024)
Portfolio management using graph centralities: Review and comparison
por: Arslan, Bahar, et al.
Publicado: (2024)
por: Arslan, Bahar, et al.
Publicado: (2024)
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)
Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
por: Wiklund, Stig-Johan, et al.
Publicado: (2025)
por: Wiklund, Stig-Johan, 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)
Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
por: Wang, Wenyuan, et al.
Publicado: (2024)
por: Wang, Wenyuan, et al.
Publicado: (2024)
A Cholesky decomposition-based asset selection heuristic for sparse tangent portfolio optimization
por: Bae, Hyunglip, et al.
Publicado: (2025)
por: Bae, Hyunglip, et al.
Publicado: (2025)
Worst-case values of target semi-variances with applications to robust portfolio selection
por: Cai, Jun, et al.
Publicado: (2024)
por: Cai, Jun, et al.
Publicado: (2024)
Solving dynamic portfolio selection problems via score-based diffusion models
por: Aghapour, Ahmad, et al.
Publicado: (2025)
por: Aghapour, Ahmad, et al.
Publicado: (2025)
Bayesian Optimization for CVaR-based portfolio optimization
por: Millar, Robert, et al.
Publicado: (2025)
por: Millar, Robert, et al.
Publicado: (2025)
Variable selection for minimum-variance portfolios
por: Moura, Guilherme V., et al.
Publicado: (2025)
por: Moura, Guilherme V., et al.
Publicado: (2025)
Sizing the bets in a focused portfolio
por: Vukcevic, Vuko, et al.
Publicado: (2024)
por: Vukcevic, Vuko, et al.
Publicado: (2024)
Goal-based portfolio selection with mental accounting
por: Bayraktar, Erhan, et al.
Publicado: (2025)
por: Bayraktar, Erhan, et al.
Publicado: (2025)
Some general results on risk budgeting portfolios
por: Fassino, Claudia, et al.
Publicado: (2026)
por: Fassino, Claudia, et al.
Publicado: (2026)
Competitive optimal portfolio selection under mean-variance criterion
por: Shao, Guojiang, et al.
Publicado: (2025)
por: Shao, Guojiang, et al.
Publicado: (2025)
Relative portfolio optimization via a value at risk based constraint
por: Bäuerle, Nicole, et al.
Publicado: (2025)
por: Bäuerle, Nicole, et al.
Publicado: (2025)
Shifting the yield curve for fixed-income and derivatives portfolios
por: Bianchi, Michele Leonardo, et al.
Publicado: (2024)
por: Bianchi, Michele Leonardo, et al.
Publicado: (2024)
Universal portfolios in continuous time: an approach in pathwise Itô calculus
por: Han, Xiyue, et al.
Publicado: (2025)
por: Han, Xiyue, et al.
Publicado: (2025)
Time consistent portfolio strategies for a general utility function
por: Mbodji, Oumar
Publicado: (2026)
por: Mbodji, Oumar
Publicado: (2026)
Numeraire-invariant quadratic hedging and mean--variance portfolio allocation
por: Černý, Aleš, et al.
Publicado: (2021)
por: Černý, Aleš, et al.
Publicado: (2021)
Optimising cryptocurrency portfolios through stable clustering of price correlation networks
por: Jing, Ruixue, et al.
Publicado: (2025)
por: Jing, Ruixue, et al.
Publicado: (2025)
The law of one price in quadratic hedging and mean-variance portfolio selection
por: Černý, Aleš, et al.
Publicado: (2022)
por: Černý, Aleš, et al.
Publicado: (2022)
Portfolio and reinsurance optimization under unknown market price of risk
por: Ceci, Claudia, et al.
Publicado: (2024)
por: Ceci, Claudia, et al.
Publicado: (2024)
Hedging carbon risk with a network approach
por: Azzone, Michele, et al.
Publicado: (2023)
por: Azzone, Michele, et al.
Publicado: (2023)
A quantum unstructured search algorithm for discrete optimisation: the use case of portfolio optimisation
por: Matsakos, Titos, et al.
Publicado: (2025)
por: Matsakos, Titos, et al.
Publicado: (2025)
Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution
por: Lelong, Jérôme, et al.
Publicado: (2026)
por: Lelong, Jérôme, et al.
Publicado: (2026)
A Novel approach to portfolio construction
por: Di Matteo, T., et al.
Publicado: (2026)
por: Di Matteo, T., et al.
Publicado: (2026)
Investor risk profiles of large language models
por: Cho, Hanyong, et al.
Publicado: (2026)
por: Cho, Hanyong, et al.
Publicado: (2026)
Ejemplares similares
-
Constrained portfolio optimization in a life-cycle model
por: Li, Wenyuan, et al.
Publicado: (2024) -
A mixture transition distribution approach to portfolio optimization
por: De Blasis, Riccardo, et al.
Publicado: (2025) -
Class of topological portfolios: Are they better than classical portfolios?
por: Goel, Anubha, et al.
Publicado: (2026) -
Enhancing CVaR portfolio optimisation performance with GAM factor models
por: Lauria, Davide, et al.
Publicado: (2023) -
Optimal trend following portfolios
por: Valeyre, Sebastien
Publicado: (2022)