The code supports multiple types of tickers, including: Stocks (e.g., AAPL, SHOP.TO) ETFs (e.g., VOO, VFV.TO) FX Spot Rates (e.g., JPY=X for Japanese Yen) The Mean-Variance Portfolio theory focuses on ...

Modern portfolio theory then uses this theoretical limit to identify optimal portfolios through a process of mean-variance optimization (MVO). Despite the nice, neat theories, stocks often trade ...

Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...

Furthermore, research in Pakistan demonstrated the application of mean-variance portfolio theory to diversify energy resources effectively. The findings indicated that a mixed portfolio of various ...

Mean-variance analysis, despite all of its shortcomings, does offer a few strong points – it is the workhorse of the industry, it offers a tractable outcome and is easy to implement. We sought to ...

Pungulescu, C. (2025) Semantic Diversification in Equity Portfolios. Theoretical Economics Letters, 15, 187-198. doi: 10.4236 ...

Books that Morningstar researchers are giving and getting this year. We sell different types of products and services to both investment professionals and individual investors. These products and ...

Information about how we partner with researchers from across the globe to bring their most significant discoveries to the widest possible audience.

Nature Research Intelligence gives you a greater focus on real-world impact, enabling you to find the most effective strategies and collaborations to deliver maximum benefit from your research ...

"The needs of our clients inform everything we do. We are committed to delivering exceptional service and superior investment results." The Portfolio Solutions Group is a comprehensive multi-asset ...

Persistent Link: https://ieeexplore.ieee.org/servlet/opac?punumber=18 ...

Weekly rebalancing would be overly expensive in taxable gains and other transaction costs, while waiting more than a year would mean there's too much time for portfolio drift. How often you ...