arXiv q-fin.PM Portfolio Management

[2025-08-11 Mon (UTC), no new articles found for q-finPM Portfolio Management]

Haibo Wang: Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events https://arxiv.org/abs/2508.04858 https://arxiv.org/pdf/2508.04858 https://arxiv.org/html/2508.04858

[2025-08-08 Fri (UTC), no new articles found for q-finPM Portfolio Management]

Biswarup Chakraborty: Novel Risk Measures for Portfolio Optimization Using Equal-Correlation Portfolio Strategy https://arxiv.org/abs/2508.03704 https://arxiv.org/pdf/2508.03704 https://arxiv.org/html/2508.03704

[2025-08-07 Thu (UTC), 1 new article found for q-finPM Portfolio Management]

[2025-08-06 Wed (UTC), no new articles found for q-finPM Portfolio Management]

Qiyue Zhang, Jingtao Shi: Two Stochastic Control Methods for Mean-Variance Portfolio Selection of Jump Diffusions and Their Relationship https://arxiv.org/abs/2508.01138 https://arxiv.org/pdf/2508.01138 https://arxiv.org/html/2508.01138

[2025-08-05 Tue (UTC), 1 new article found for q-finPM Portfolio Management]

[2025-08-04 Mon (UTC), no new articles found for q-finPM Portfolio Management]

Alejandro Rodriguez Dominguez: The Myth of Causal Necessity: Misspecified Models in Mean-Variance Optimization https://arxiv.org/abs/2507.23138 https://arxiv.org/pdf/2507.23138 https://arxiv.org/html/2507.23138

[2025-08-01 Fri (UTC), 1 new article found for q-finPM Portfolio Management]

[2025-07-31 Thu (UTC), no new articles found for q-finPM Portfolio Management]

Victor Olkhov: Markowitz Variance May Vastly Undervalue or Overestimate Portfolio Variance and Risks https://arxiv.org/abs/2507.21824 https://arxiv.org/pdf/2507.21824 https://arxiv.org/html/2507.21824

[2025-07-30 Wed (UTC), no new articles found for q-finPM Portfolio Management]

Junjie Zhao, Chengxi Zhang, Chenkai Wang, Peng Yang: Learning from Expert Factors: Trajectory-level Reward Shaping for Formulaic Alpha Mining https://arxiv.org/abs/2507.20263 https://arxiv.org/pdf/2507.20263 https://arxiv.org/html/2507.20263

Longfei Lu: Technical Indicator Networks (TINs): An Interpretable Neural Architecture Modernizing Classic al Technical Analysis for Adaptive Algorithmic Trading https://arxiv.org/abs/2507.20202 https://arxiv.org/pdf/2507.20202 https://arxiv.org/html/2507.20202

Hoyoung Lee, Junhyuk Seo, Suhwan Park, Junhyeong Lee, Wonbin Ahn, Chanyeol Choi, Alejandro Lopez-Lira, Yongjae Lee: Your AI, Not Your View: The Bias of LLMs in Investment Analysis https://arxiv.org/abs/2507.20957 https://arxiv.org/pdf/2507.20957 https://arxiv.org/html/2507.20957

Antonino Castelli, Paolo Giudici, Alessandro Piergallini: Building crypto portfolios with agentic AI https://arxiv.org/abs/2507.20468 https://arxiv.org/pdf/2507.20468 https://arxiv.org/html/2507.20468

Zihan Lin, Haojie Liu, Randall R. Rojas: Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints https://arxiv.org/abs/2507.20039 https://arxiv.org/pdf/2507.20039 https://arxiv.org/html/2507.20039

Xiaomin Shi, Zuo Quan Xu: Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks https://arxiv.org/abs/2507.19824 https://arxiv.org/pdf/2507.19824 https://arxiv.org/html/2507.19824

[2025-07-29 Tue (UTC), 4 new articles found for q-finPM Portfolio Management]

[2025-07-28 Mon (UTC), no new articles found for q-finPM Portfolio Management]

Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Pr\"omel: Pathwise analysis of log-optimal portfolios https://arxiv.org/abs/2507.18232 https://arxiv.org/pdf/2507.18232 https://arxiv.org/html/2507.18232

Benjamin Coriat, Eric Benhamou: HARLF: Hierarchical Reinforcement Learning and Lightweight LLM-Driven Sentiment Integration for Financial Portfolio Optimization https://arxiv.org/abs/2507.18560 https://arxiv.org/pdf/2507.18560 https://arxiv.org/html/2507.18560

[2025-07-25 Fri (UTC), 1 new article found for q-finPM Portfolio Management]

Patrick Chan, Ronnie Sircar, Iosif Zimbidis: Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility https://arxiv.org/abs/2507.17162 https://arxiv.org/pdf/2507.17162 https://arxiv.org/html/2507.17162

Haochen Luo, Yuan Zhang, Chen Liu: EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models https://arxiv.org/abs/2507.17211 https://arxiv.org/pdf/2507.17211 https://arxiv.org/html/2507.17211

[2025-07-24 Thu (UTC), 1 new article found for q-finPM Portfolio Management]

[2025-07-23 Wed (UTC), no new articles found for q-finPM Portfolio Management]

Genjis A. Ossa, Luis H. Restrepo: Longitudinal review of portfolios with minimum variance approach before during and after the pandemic https://arxiv.org/abs/2507.15111 https://arxiv.org/pdf/2507.15111 https://arxiv.org/html/2507.15111