Portfolio Management

Authors and titles for recent submissions

[ total of 6 entries: 1-5 | 6 ]
[ showing 5 entries per page: fewer | more | all ]

[1] arXiv:2405.08047 (cross-list from math.OC) [pdf, other]: Title: Autonomous Sparse Mean-CVaR Portfolio Optimization

Authors: Yizun Lin, Yangyu Zhang, Zhao-Rong Lai, Cheng Li

Comments: ICML 2024

Subjects: Optimization and Control (math.OC); Machine Learning (cs.LG); Portfolio Management (q-fin.PM)

[2] arXiv:2405.07184 (cross-list from q-fin.TR) [pdf, other]: Title: Trade execution games in a Markovian environment

Authors: Masamitsu Ohnishi, Makoto Shimoshimizu

Subjects: Trading and Market Microstructure (q-fin.TR); Portfolio Management (q-fin.PM); Risk Management (q-fin.RM)

[3] arXiv:2405.02302 (cross-list from cs.CR) [pdf, other]: Title: The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol

Authors: Ravi Kashyap

Subjects: Cryptography and Security (cs.CR); Computational Finance (q-fin.CP); Portfolio Management (q-fin.PM); Risk Management (q-fin.RM); Trading and Market Microstructure (q-fin.TR)

[4] arXiv:2405.01604 [pdf, other]: Title: Portfolio Management using Deep Reinforcement Learning

Authors: Ashish Anil Pawar, Vishnureddy Prashant Muskawar, Ritesh Tiku

Comments: 7 pages, 9 figures

Subjects: Portfolio Management (q-fin.PM); Machine Learning (cs.LG)
[5] arXiv:2405.01598 [pdf, other]: Title: Predictive Decision Synthesis for Portfolios: Betting on Better Models

Authors: Emily Tallman, Mike West

Comments: 25 pages, 10 figures, 3 tables

Subjects: Portfolio Management (q-fin.PM); Applications (stat.AP); Methodology (stat.ME)

[ total of 6 entries: 1-5 | 6 ]
[ showing 5 entries per page: fewer | more | all ]