portfolio-management

Documents about portfolio-management

• Strategic IT Investment#975422MIT Open Scholarship
• Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices#942417NYU Faculty Digital Archive
• EXPLOITING HYPERTEXT VALUATION LINKS FOR BUSINESS DECISION MAKING: A PORTFOLIO MANAGEMENT ILLUSTRATION#933464NYU Faculty Digital Archive
• EXPLOITING HYPERTEXT VALUATION LINKS FOR BUSINESS DECISION MAKING: A PORTFOLIO MANAGEMENT ILLUSTRATION#933472NYU Faculty Digital Archive
• Holistic strategy for sustainable supply chains: Integrating the purchasing portfolio matrix, supplier relationship management, and life cycle assessment#331534Research Online
• Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow#920454arXiv (OAI Expanded)
• Uniform Inference and Certified Capacity at a Reflexive Stability Boundary#920463arXiv (OAI Expanded)
• Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow#924688arXiv (All)
• Uniform Inference and Certified Capacity at a Reflexive Stability Boundary#924697arXiv (All)
• Prioritizing IT Investments#975428MIT Open Scholarship
• Financial Performance of Investment Companies Using the Treynor-Black Method: An Analysis of Risk-Adjusted Returns and Portfolio Optimization#1017832RIGGS: Journal of Artificial Intelligence and Digital Business
• Replication Data for: Central bank announcements news and short portfolio risks#235440GRO.data Dataverse OAI Archive
• An Emerging Retail Portfolio Management Application: Personalized, Tax-Aware Reinforcement Learning with Natural Language Goals#432477arXiv CS
• Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals#1000190arXiv (All)
• Separated Signal Libraries: Packing, Saturation, and Joint Spectral Limits#1011341arXiv (All)
• Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management#942711NYU Faculty Digital Archive
• Optimising cryptocurrency portfolios through stable clustering of price correlation networks#183250arXiv (OAI)
• Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes#925877arXiv (All)
• Bayesian Confidence Recalibration and Research-Equilibrium Criticality: Temporal Support in Robust Portfolios#926632arXiv (All)
• Two essays on exchange -traded funds#958282Louisiana Tech Digital Commons
• Does Aggregated Returns Disclosure Increase Portfolio Risk Taking?#214863BYU ScholarsArchive
• The Effects of Cryptocurrency Wealth on Household Consumption and Investment#261229BYU ScholarsArchive
• The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System#821993arXiv (All)
• Simple Dynamic Stock/Bond/Gold Portfolios#985350arXiv (All)
• Optimal Retirement Choice under Age-dependent Force of Mortality#987362arXiv (All)
• A straightforward analysis of sector portfolios in the US stock market#366724DIALNET OAI Articles
• Causal Discovery via Simultaneous DAG Recovery Using the Angles Space of Directional Dependence Measures#650596arXiv (OAI Expanded)
• Causal Discovery via Simultaneous DAG Recovery Using the Angles Space of Directional Dependence Measures#652049arXiv (All)
• Automated Market Making and Loss-Versus-Rebalancing#650529arXiv (OAI Expanded)
• Automated Market Making and Loss-Versus-Rebalancing#651982arXiv (All)
• End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios#799647arXiv (All)
• Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk#999735arXiv (All)
• Application of the Black-Litterman model (BL) with optimization on the Philippine Stock Exchange index (PSEi) from 2013 to 2019#627417Animo Repository
• Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect#223978BYU ScholarsArchive
• Decision-Focused Fine-Tuning for Illiquid Asset Portfolio Optimization#684068eScholarship
• End-to-End Large Portfolio Optimization for Variance Minimization with Neural Networks through Covariance Cleaning#155606arXiv (OAI)
• Who Invests in Crypto? Revealed Types and Economic Drivers of Retail Investment#259271BYU ScholarsArchive
• The Analyst in the Prompt: Role, Retrieval, and Memory Biases in LLM Financial Analysis#925576arXiv (All)
• Artificial Intelligence in Equity and Crypto Markets: Progress, Profitability Evidence, and the Limits of Automated Investing#971574arXiv (All)
• Building Data Monetization Capabilities that Pay Off#975401MIT Open Scholarship
• Expanding the Research Data Management Service Portfolio at Bielefeld University According to the Three-pillar Principle Towards Data FAIRness#657451Bielefeld Pub
• Engaging Non-IT Executives in IT Infrastructure Investments#975414MIT Open Scholarship
• Variability in dispersal, stocking practices, and life strategies of Atlantic salmon coexisting populations using otolith chemistry#11496HAL (France)
• The Impact of Sovereign Wealth Funds on Emerging Markets: A Behavioral Analysis of Investment Decisions and Market Reactions#277800Scholars Crossing
• Expanding the research data management service portfolio at Bielefeld University according to the three-pillar principle towards data FAIRness#657572Bielefeld Pub
• From Corn Prices to Football Games: What Are Prediction Markets, and Why Should We Care?#658330DigitalCommons@University of Nebraska
• Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation#163095arXiv (OAI)
• Robust Portfolio Management: A Multimodal DRL Approach with Ensemble Mechanisms and Controlled Risk#345621Repositorio Institucional Javeriano
• Applications of Explainable Artificial Intelligence in Finance—a systematic review of Finance, Information Systems, and Computer Science literature#964539OpenAlex
• Heterogeneous trading strategy ensembling for intraday trading algorithms#197676SUNScholar