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Portfolio Management

Authors and titles for recent submissions

[ total of 8 entries: 1-8 ]
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Thu, 22 Aug 2019

[1]  arXiv:1908.07813 [pdf, other]
Title: Relationship between optimal portfolios which can maximize and minimize the expected return
Authors: Takashi Shinzato
Subjects: Portfolio Management (q-fin.PM)
[2]  arXiv:1908.07659 [pdf, other]
Title: Myopic robust index tracking with Bregman divergence
Subjects: Portfolio Management (q-fin.PM); Methodology (stat.ME)

Fri, 16 Aug 2019

[3]  arXiv:1908.05534 [pdf, other]
Title: Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model
Subjects: Portfolio Management (q-fin.PM); Optimization and Control (math.OC); Probability (math.PR)

Thu, 15 Aug 2019

[4]  arXiv:1908.05002 [pdf, ps, other]
Title: Is being `Robust' beneficial?: A perspective from the Indian market
Subjects: Portfolio Management (q-fin.PM)
[5]  arXiv:1908.04962 [pdf, ps, other]
Title: Can robust optimization offer improved portfolio performance?: An empirical study of Indian market
Subjects: Portfolio Management (q-fin.PM)
[6]  arXiv:1908.05105 (cross-list from q-fin.PR) [pdf, other]
Title: Performance of tail hedged portfolio with third moment variation swap
Journal-ref: Computational Economics, 2017, 50, pp 447--471
Subjects: Pricing of Securities (q-fin.PR); Computational Finance (q-fin.CP); Portfolio Management (q-fin.PM); Risk Management (q-fin.RM)

Wed, 14 Aug 2019

[7]  arXiv:1908.04697 [pdf, ps, other]
Title: Critical Decisions for Asset Allocation via Penalized Quantile Regression
Subjects: Portfolio Management (q-fin.PM)

Tue, 13 Aug 2019

[8]  arXiv:1908.04243 [pdf, other]
Title: Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions
Comments: 39 pages, 4 figures
Subjects: Portfolio Management (q-fin.PM); Statistical Finance (q-fin.ST)
[ total of 8 entries: 1-8 ]
[ showing up to 25 entries per page: fewer | more ]

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