Saved in:
| Main Authors: | Khalaf, Layla Abu, Smyth, William |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2512.23021 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation
by: Lamrani, Lamia, et al.
Published: (2025)
by: Lamrani, Lamia, et al.
Published: (2025)
Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
by: Yadav, Rupendra, et al.
Published: (2026)
by: Yadav, Rupendra, et al.
Published: (2026)
Geometric Deep Learning for Realized Covariance Matrix Forecasting
by: Bucci, Andrea, et al.
Published: (2024)
by: Bucci, Andrea, et al.
Published: (2024)
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
by: Kim, Juchan, et al.
Published: (2025)
by: Kim, Juchan, et al.
Published: (2025)
Mean-Covariance Robust Risk Measurement
by: Nguyen, Viet Anh, et al.
Published: (2021)
by: Nguyen, Viet Anh, et al.
Published: (2021)
Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
by: Zhu, Jiahao, et al.
Published: (2024)
by: Zhu, Jiahao, et al.
Published: (2024)
An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
by: Giller, Graham L.
Published: (2024)
by: Giller, Graham L.
Published: (2024)
Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
by: Alexander, Nolan, et al.
Published: (2024)
by: Alexander, Nolan, et al.
Published: (2024)
Optimal Control of Reserve Asset Portfolios for Stablecoins
by: Hammerl, Alexander
Published: (2025)
by: Hammerl, Alexander
Published: (2025)
Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution
by: Lelong, Jérôme, et al.
Published: (2026)
by: Lelong, Jérôme, et al.
Published: (2026)
Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by: Huang, Hanyue, et al.
Published: (2025)
by: Huang, Hanyue, et al.
Published: (2025)
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by: Lelong, Jérôme, et al.
Published: (2024)
by: Lelong, Jérôme, et al.
Published: (2024)
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)
by: Alexander, Nolan, et al.
Published: (2026)
Asset allocation using a Markov process of clustered efficient frontier coefficients states
by: Alexander, Nolan, et al.
Published: (2026)
by: Alexander, Nolan, et al.
Published: (2026)
Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)
by: Wysocki, Maciej, et al.
Published: (2025)
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by: Li, Jing, et al.
Published: (2025)
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)
by: Engel, Ryan, et al.
Published: (2025)
Breaking the Trend: How to Avoid Cherry-Picked Signals
by: Valeyre, Sebastien
Published: (2025)
by: Valeyre, Sebastien
Published: (2025)
An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by: Donisch, Michael, et al.
Published: (2025)
by: Donisch, Michael, et al.
Published: (2025)
Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
by: Yamamichi, Hiroki
Published: (2025)
by: Yamamichi, Hiroki
Published: (2025)
3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)
by: Chen, Kefan, et al.
Published: (2025)
Correlation Structures and Regime Shifts in Nordic Stock Markets
by: Girnyk, Maksym A.
Published: (2025)
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)
by: Coronado-Vaca, M.
Published: (2025)
Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
by: Meade, N., et al.
Published: (2025)
by: Meade, N., et al.
Published: (2025)
Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)
Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
by: Karimi, Nader, et al.
Published: (2025)
by: Karimi, Nader, et al.
Published: (2025)
Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies
by: Armstrong, John, et al.
Published: (2025)
by: Armstrong, John, et al.
Published: (2025)
The bias of IID resampled backtests for rolling-window mean-variance portfolios
by: Paskaramoorthy, Andrew, et al.
Published: (2025)
by: Paskaramoorthy, Andrew, et al.
Published: (2025)
Financial Information Theory
by: Alonso, Miquel Noguer i
Published: (2025)
by: Alonso, Miquel Noguer i
Published: (2025)
A Dynamic Model of Private Asset Allocation
by: Chen, Hui, et al.
Published: (2025)
by: Chen, Hui, et al.
Published: (2025)
F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
by: Gavhale, Siddharth
Published: (2025)
by: Gavhale, Siddharth
Published: (2025)
Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)
by: Huh, Jeonggyu, et al.
Published: (2025)
A mixture transition distribution approach to portfolio optimization
by: De Blasis, Riccardo, et al.
Published: (2025)
by: De Blasis, Riccardo, et al.
Published: (2025)
Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
by: Wu, Di
Published: (2025)
by: Wu, Di
Published: (2025)
A Practitioner's Guide to AI+ML in Portfolio Investing
by: Fan, Mehmet Caner Qingliang
Published: (2025)
by: Fan, Mehmet Caner Qingliang
Published: (2025)
Consumption-portfolio choice with preferences for liquid assets
by: Guan, Guohui, et al.
Published: (2025)
by: Guan, Guohui, et al.
Published: (2025)
Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
by: Suárez, Fernando, et al.
Published: (2025)
by: Suárez, Fernando, et al.
Published: (2025)
N-player and mean field games among fund managers considering excess logarithmic returns
by: Guan, Guohui, et al.
Published: (2025)
by: Guan, Guohui, et al.
Published: (2025)
Testing for the Minimum Mean-Variance Spanning Set
by: Liao, Zhipeng, et al.
Published: (2025)
by: Liao, Zhipeng, et al.
Published: (2025)
Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by: Gao, Jianjun, et al.
Published: (2025)
by: Gao, Jianjun, et al.
Published: (2025)
Similar Items
-
Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation
by: Lamrani, Lamia, et al.
Published: (2025) -
Shrinkage Estimators for Mean and Covariance: Evidence on Portfolio Efficiency Across Market Dimensions
by: Yadav, Rupendra, et al.
Published: (2026) -
Geometric Deep Learning for Realized Covariance Matrix Forecasting
by: Bucci, Andrea, et al.
Published: (2024) -
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
by: Kim, Juchan, et al.
Published: (2025) -
Mean-Covariance Robust Risk Measurement
by: Nguyen, Viet Anh, et al.
Published: (2021)