:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Meister, B. K.
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management
Online Access:	https://arxiv.org/abs/2602.16539
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Caratheodory II: The Geometry of Financial Irreversibility
by: Meister, Bernhard K
Published: (2026)

Automated Liquidity: Market Impact, Cycles, and De-pegging Risk
by: Meister, B. K.
Published: (2026)

Through the Looking Glass: Bitcoin Treasury Companies
by: Meister, B K
Published: (2025)

Market Dynamics of Information Avalanches
by: Meister, Bernhard K
Published: (2026)

Application of the Kelly Criterion to Prediction Markets
by: Meister, Bernhard K
Published: (2024)

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

Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
by: Meister, Bernhard K, et al.
Published: (2024)

Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
by: Johansson, Kasper, et al.
Published: (2024)

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
by: Bloch, Daniel
Published: (2026)

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

Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management
by: Ghahtarani, Alireza, et al.
Published: (2026)

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

Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios
by: Wuebben, Bernd Johannes
Published: (2026)

Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution
by: Lelong, Jérôme, et al.
Published: (2026)

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

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

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

Investor risk profiles of large language models
by: Cho, Hanyong, et al.
Published: (2026)

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

Bayesian Parametric Portfolio Policies
by: Herculano, Miguel C.
Published: (2026)

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

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

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

Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution
by: Calderín-Ojeda, Enrique, et al.
Published: (2026)

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

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

Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
by: Hane, Atsushi
Published: (2026)

Topological Risk Parity
by: Nayar, Revant, et al.
Published: (2026)

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

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

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

Dynamic Black-Litterman
by: Abdelhakmi, Anas, et al.
Published: (2024)

Indifference pricing of pure endowments in a regime-switching market model
by: Cretarola, Alessandra, et al.
Published: (2023)

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)

Investigate The ESG Score Methodology
by: Chen, Zhi
Published: (2023)

Constrained portfolio optimization in a life-cycle model
by: Li, Wenyuan, et al.
Published: (2024)

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