arXiv q-fin.PM Portfolio Management
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[2025-12-05 Fri (UTC), no new articles found for q-finPM Portfolio Management]
December 5, 2025 at 6:51 AM
[2025-12-05 Fri (UTC), no new articles found for q-finPM Portfolio Management]
[2025-12-04 Thu (UTC), no new articles found for q-finPM Portfolio Management]
December 4, 2025 at 6:56 AM
[2025-12-04 Thu (UTC), no new articles found for q-finPM Portfolio Management]
[2025-12-03 Wed (UTC), no new articles found for q-finPM Portfolio Management]
December 3, 2025 at 6:56 AM
[2025-12-03 Wed (UTC), no new articles found for q-finPM Portfolio Management]
Reposted by arXiv q-fin.PM Portfolio Management
Mukhia, Sharma, Luwang, Nurujjaman, Hens, Saha, Chakraborty: Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election https://arxiv.org/abs/2512.00893 https://arxiv.org/pdf/2512.00893 https://arxiv.org/html/2512.00893
December 2, 2025 at 6:52 AM
Mukhia, Sharma, Luwang, Nurujjaman, Hens, Saha, Chakraborty: Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election https://arxiv.org/abs/2512.00893 https://arxiv.org/pdf/2512.00893 https://arxiv.org/html/2512.00893
Reposted by arXiv q-fin.PM Portfolio Management
Zeyun Hu, Yang Liu: Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network https://arxiv.org/abs/2512.00299 https://arxiv.org/pdf/2512.00299 https://arxiv.org/html/2512.00299
December 2, 2025 at 6:51 AM
Zeyun Hu, Yang Liu: Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network https://arxiv.org/abs/2512.00299 https://arxiv.org/pdf/2512.00299 https://arxiv.org/html/2512.00299
Hiroki Yamamichi: Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models https://arxiv.org/abs/2512.00346 https://arxiv.org/pdf/2512.00346 https://arxiv.org/html/2512.00346
December 2, 2025 at 6:51 AM
Hiroki Yamamichi: Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models https://arxiv.org/abs/2512.00346 https://arxiv.org/pdf/2512.00346 https://arxiv.org/html/2512.00346
[2025-12-02 Tue (UTC), 1 new article found for q-finPM Portfolio Management]
December 2, 2025 at 6:51 AM
[2025-12-02 Tue (UTC), 1 new article found for q-finPM Portfolio Management]
Reposted by arXiv q-fin.PM Portfolio Management
Yhlas Sovbetov: Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litecoin, and Monero https://arxiv.org/abs/2511.22782 https://arxiv.org/pdf/2511.22782 https://arxiv.org/html/2511.22782
December 1, 2025 at 6:52 AM
Yhlas Sovbetov: Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litecoin, and Monero https://arxiv.org/abs/2511.22782 https://arxiv.org/pdf/2511.22782 https://arxiv.org/html/2511.22782
Eduardo Abi Jaber, Donatien Hainaut, Edouard Motte: Signature approach for pricing and hedging path-dependent options with frictions https://arxiv.org/abs/2511.23295 https://arxiv.org/pdf/2511.23295 https://arxiv.org/html/2511.23295
December 1, 2025 at 6:52 AM
Eduardo Abi Jaber, Donatien Hainaut, Edouard Motte: Signature approach for pricing and hedging path-dependent options with frictions https://arxiv.org/abs/2511.23295 https://arxiv.org/pdf/2511.23295 https://arxiv.org/html/2511.23295
Aviv Alpern, Svetlozar Rachev: Black-Litterman and ESG Portfolio Optimization https://arxiv.org/abs/2511.21850 https://arxiv.org/pdf/2511.21850 https://arxiv.org/html/2511.21850
December 1, 2025 at 6:52 AM
Aviv Alpern, Svetlozar Rachev: Black-Litterman and ESG Portfolio Optimization https://arxiv.org/abs/2511.21850 https://arxiv.org/pdf/2511.21850 https://arxiv.org/html/2511.21850
[2025-12-01 Mon (UTC), 2 new articles found for q-finPM Portfolio Management]
December 1, 2025 at 6:52 AM
[2025-12-01 Mon (UTC), 2 new articles found for q-finPM Portfolio Management]
[2025-11-28 Fri (UTC), no new articles found for q-finPM Portfolio Management]
November 28, 2025 at 6:57 AM
[2025-11-28 Fri (UTC), no new articles found for q-finPM Portfolio Management]
Kexin Wang, Xiaomeng Zhang, Xinyu Zhang: Portfolio Optimization via Transfer Learning https://arxiv.org/abs/2511.21221 https://arxiv.org/pdf/2511.21221 https://arxiv.org/html/2511.21221
November 27, 2025 at 6:52 AM
Kexin Wang, Xiaomeng Zhang, Xinyu Zhang: Portfolio Optimization via Transfer Learning https://arxiv.org/abs/2511.21221 https://arxiv.org/pdf/2511.21221 https://arxiv.org/html/2511.21221
Emil Horobet: The geometry of higher order modern portfolio theory https://arxiv.org/abs/2511.20674 https://arxiv.org/pdf/2511.20674 https://arxiv.org/html/2511.20674
November 27, 2025 at 6:52 AM
Emil Horobet: The geometry of higher order modern portfolio theory https://arxiv.org/abs/2511.20674 https://arxiv.org/pdf/2511.20674 https://arxiv.org/html/2511.20674
[2025-11-27 Thu (UTC), 2 new articles found for q-finPM Portfolio Management]
November 27, 2025 at 6:52 AM
[2025-11-27 Thu (UTC), 2 new articles found for q-finPM Portfolio Management]
[2025-11-26 Wed (UTC), no new articles found for q-finPM Portfolio Management]
November 26, 2025 at 6:57 AM
[2025-11-26 Wed (UTC), no new articles found for q-finPM Portfolio Management]
Reposted by arXiv q-fin.PM Portfolio Management
Eghbal Rahimikia, Hao Ni, Weiguan Wang: Re(Visiting) Time Series Foundation Models in Finance https://arxiv.org/abs/2511.18578 https://arxiv.org/pdf/2511.18578 https://arxiv.org/html/2511.18578
November 25, 2025 at 6:51 AM
Eghbal Rahimikia, Hao Ni, Weiguan Wang: Re(Visiting) Time Series Foundation Models in Finance https://arxiv.org/abs/2511.18578 https://arxiv.org/pdf/2511.18578 https://arxiv.org/html/2511.18578
Reposted by arXiv q-fin.PM Portfolio Management
Jun Kevin, Pujianto Yugopuspito: Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization https://arxiv.org/abs/2511.17963 https://arxiv.org/pdf/2511.17963 https://arxiv.org/html/2511.17963
November 25, 2025 at 6:34 AM
Jun Kevin, Pujianto Yugopuspito: Hybrid LSTM and PPO Networks for Dynamic Portfolio Optimization https://arxiv.org/abs/2511.17963 https://arxiv.org/pdf/2511.17963 https://arxiv.org/html/2511.17963
Katia Colaneri, Federico D'Amario, Daniele Mancinelli: Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information https://arxiv.org/abs/2511.19186 https://arxiv.org/pdf/2511.19186 https://arxiv.org/html/2511.19186
November 25, 2025 at 6:51 AM
Katia Colaneri, Federico D'Amario, Daniele Mancinelli: Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information https://arxiv.org/abs/2511.19186 https://arxiv.org/pdf/2511.19186 https://arxiv.org/html/2511.19186
Fermat Leukam, Rock Stephane Koffi, Prudence Djagba: Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons https://arxiv.org/abs/2511.18076 https://arxiv.org/pdf/2511.18076 https://arxiv.org/html/2511.18076
November 25, 2025 at 6:51 AM
Fermat Leukam, Rock Stephane Koffi, Prudence Djagba: Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons https://arxiv.org/abs/2511.18076 https://arxiv.org/pdf/2511.18076 https://arxiv.org/html/2511.18076
[2025-11-25 Tue (UTC), 2 new articles found for q-finPM Portfolio Management]
November 25, 2025 at 6:51 AM
[2025-11-25 Tue (UTC), 2 new articles found for q-finPM Portfolio Management]
Ryan Engel, Yu Chen, Pawel Polak, Ioana Boier: Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection https://arxiv.org/abs/2511.17462 https://arxiv.org/pdf/2511.17462 https://arxiv.org/html/2511.17462
November 24, 2025 at 6:51 AM
Ryan Engel, Yu Chen, Pawel Polak, Ioana Boier: Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection https://arxiv.org/abs/2511.17462 https://arxiv.org/pdf/2511.17462 https://arxiv.org/html/2511.17462
[2025-11-24 Mon (UTC), 1 new article found for q-finPM Portfolio Management]
November 24, 2025 at 6:51 AM
[2025-11-24 Mon (UTC), 1 new article found for q-finPM Portfolio Management]
Miquel Noguer i Alonso: Financial Information Theory https://arxiv.org/abs/2511.16339 https://arxiv.org/pdf/2511.16339 https://arxiv.org/html/2511.16339
November 21, 2025 at 6:51 AM
Miquel Noguer i Alonso: Financial Information Theory https://arxiv.org/abs/2511.16339 https://arxiv.org/pdf/2511.16339 https://arxiv.org/html/2511.16339
[2025-11-21 Fri (UTC), 1 new article found for q-finPM Portfolio Management]
November 21, 2025 at 6:51 AM
[2025-11-21 Fri (UTC), 1 new article found for q-finPM Portfolio Management]