Academic papers in portfolio management

Academic Papers where

Academic Discipline

‌

Portfolio Management

Name	Publication URL	DOI	Academic Discipline	Author Names
‌ Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers	arxiv.org/pdf/2202.08921	doi.org/10.48550/arXiv.2202.08921	‌ Portfolio Management ‌ Quantitative finance	Alejandro Rodriguez Dominguez
‌ Machine Learning Optimization Algorithms & Portfolio Allocation	arxiv.org/pdf/1909.10233	doi.org/10.48550/arXiv.1909.10233	Machine learning Statistics ‌ Portfolio Management ‌ Quantitative finance	Sarah PerrinThierry Roncalli
‌ Robust Asset Allocation for Robo-Advisors	arxiv.org/pdf/1902.07449	doi.org/10.48550/arXiv.1902.07449	‌ Portfolio Management ‌ Quantitative finance	Edmond LezmiThibault BourgeronThierry Roncalli
‌ Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals	arxiv.org/pdf/2308.15135	doi.org/10.48550/arXiv.2308.15135	Mathematics Risk management ‌ Mathematical finance ‌ Portfolio Management ‌ Quantitative finance	Blanka HorvathMagnus WieseOwen Futter
‌ Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs	arxiv.org/pdf/2302.11652.pdf	doi.org/10.48550/arXiv.2302.11652	Computer science Functional analysis Game theory Mathematics ‌ Portfolio Management ‌ Quantitative finance	Ciamac C. MoallemiJason MilionisTim Roughgarden
‌ An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management	arxiv.org/pdf/2402.18764v1	doi.org/10.48550/arXiv.2402.18764	Physics Finance Computational finance ‌ Portfolio Management ‌ Quantitative finance	Arsham FarzinniaCorine Boon
‌ Automated Market Making and Loss-Versus-Rebalancing	arxiv.org/pdf/2208.06046.pdf	doi.org/10.48550/arXiv.2208.06046	Mathematics ‌ Mathematical finance ‌ Portfolio Management ‌ Quantitative finance	Anthony Lee ZhangCiamac C. MoallemiJason MilionisTim Roughgarden
‌ A unifying view on the irreversible investment exercise boundary in a stochastic, time-inhomogeneous capacity expansion problem	arxiv.org/pdf/2209.09878	doi.org/10.48550/arXiv.2209.09878	Mathematics Probability ‌ Portfolio Management ‌ Quantitative finance	Maria B. Chiarolla
‌ Straightening skewed markets with an index tracking optimizationless portfolio	arxiv.org/pdf/2203.13766	doi.org/10.48550/arXiv.2203.13766	‌ Portfolio Management ‌ Quantitative finance	Daniele BufaloFrancesco CesaroneGiuseppe OrlandoMichele Bufalo
‌ The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle...	arxiv.org/pdf/1603.06047	doi.org/10.48550/arXiv.1603.06047	Economics Finance ‌ Portfolio Management ‌ Quantitative finance	Ravi Kashyap
‌ Optimal Retirement Tontines for the 21st Century: With Reference to Mortality Derivatives in 1693	arxiv.org/pdf/1307.2824	doi.org/10.48550/arXiv.1307.2824	Finance ‌ Portfolio Management ‌ Quantitative finance	Moshe A. MilevskyThomas S. Salisbury
‌ The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies	arxiv.org/pdf/2303.07244	doi.org/10.48550/arXiv.2303.07244	‌ Portfolio Management ‌ Quantitative finance	Muhammad Aufaristama
‌ Dynamic spending and portfolio decisions with a soft social norm	arxiv.org/pdf/2212.10053	doi.org/10.48550/arXiv.2212.10053	Economics ‌ Portfolio Management ‌ Quantitative finance ‌ Theoretical economics	Fabian Andsem HarangHaakon Andreas TrønnesKnut Anton MorkVegard Skonseng Bjerketvedt
‌ An analytical performance comparison of exchanged traded funds with index funds: 2002-2010	arxiv.org/pdf/1111.0389	doi.org/10.48550/arXiv.1111.0389	‌ Portfolio Management ‌ Quantitative finance	Mohammad SharifzadehSimin Hojat
‌ Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty	arxiv.org/pdf/2304.11856.pdf	doi.org/10.48550/arXiv.2304.11856	Computer science ‌ Portfolio Management ‌ Quantitative finance	Jiwook KimMinhyeok Lee
‌ Duality for optimal consumption under no unbounded profit with bounded risk	arxiv.org/pdf/2006.04687	doi.org/10.48550/arXiv.2006.04687	Mathematics Probability ‌ Portfolio Management ‌ Quantitative finance	Michael Monoyios
‌ Managing ESG Ratings Disagreement in Sustainable Portfolio Selection	arxiv.org/pdf/2312.10739	doi.org/10.48550/arXiv.2312.10739	Risk management Computational finance ‌ Portfolio Management ‌ Quantitative finance	Andrea ScozzariFederica RiccaFrancesco CesaroneManuel Luis Martino
‌ DeFi Security: Turning The Weakest Link Into The Strongest Attraction	arxiv.org/pdf/2312.00033.pdf	doi.org/10.48550/arXiv.2312.00033	Computer science Risk management ‌ Portfolio Management ‌ Quantitative finance	Ravi Kashyap
‌ Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades	arxiv.org/pdf/1303.4314	doi.org/10.48550/arXiv.1303.4314	‌ Statistical finance ‌ Portfolio Management ‌ Quantitative finance	Gareth W. PetersGuillaume BagnarosaMatthew Ames
‌ Modeling asset allocation strategies and a new portfolio performance score	arxiv.org/pdf/2012.05088	doi.org/10.48550/arXiv.2012.05088	Computer science Statistics ‌ Computational geometry ‌ Portfolio Management ‌ Quantitative finance	Apostolos ChalkisEmmanouil ChristoforouIoannis Z. EmirisTheodore Dalamagas
‌ Optimal investment in ambiguous financial markets with learning	arxiv.org/pdf/2303.08521	doi.org/10.48550/arXiv.2303.08521	‌ Portfolio Management ‌ Quantitative finance	Antje MahayniNicole Bäuerle
‌ 151 Estrategias de Trading (151 Trading Strategies)	arxiv.org/pdf/1912.04492	doi.org/10.48550/arXiv.1912.04492	Finance ‌ Mathematical finance ‌ Portfolio Management ‌ Quantitative finance	Juan Andrés SerurZura Kakushadze
‌ VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning	arxiv.org/pdf/2307.13422	doi.org/10.48550/arXiv.2307.13422	‌ Portfolio Management ‌ Quantitative finance	Ivan Letteri
‌ A comparative study of the MACD-base trading strategies: evidence from the US stock market	arxiv.org/pdf/2206.12282	doi.org/10.48550/arXiv.2206.12282	Finance ‌ Portfolio Management ‌ Quantitative finance	Pat Tong Chio
‌ Bayesian Optimization of ESG Financial Investments	arxiv.org/pdf/2303.01485	doi.org/10.48550/arXiv.2303.01485	Artificial Intelligence (AI) Computer science Mathematics ‌ Portfolio Management ‌ Quantitative finance	Eduardo C. Garrido-MerchánGabriel González PirisMaria Coronado Vaca

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