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- Modeling Price Dynamics, Optimal Portfolios, and Option Valuation for Cryptoassets
- How Much to Invest, If Any, in Precious Metals? A 21st-Century Perspective
- On the Predictability of the Equity Premium Using Deep Learning Techniques
- Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading
- Portfolio Diversification Using Shape-Based Clustering
- Portfolio Diversification Using Shape-Based Clustering
- On the Predictability of the Equity Premium Using Deep Learning Techniques
- Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading
- The Tracking Efficiency of Physical and Synthetic Equity Index ETFs
- Deep Learning for Portfolio Optimization
- Sharpe Ratios, Target Ratios, and Return Goals
- A Network and Machine Learning Approach to Factor, Asset, and Blended Allocation
- KIDS Thematic Indices: Enabling Investors to Invest in Firms That Cater to Children
- Enhancing Time-Series Momentum Strategies Using Deep Neural Networks
- Fixed Income and Passive Asset Allocation Outperformance in Brazil
- Performance Assessment of Firms Following Sustainalytics ESG Principles
- Volatility Weighting over Time in the Presence of Transaction Costs
- A Data Science Solution to the Multiple-Testing Crisis in Financial Research
- Option Writing: Using VIX to Improve Returns
- Betas, Benchmarks, and Beating the Market
- D-Index: A Risk Measure in a New Dimension
- Oasis or Mirage: Assessing Low-Risk Investing from a Global Perspective
- Properties of Long/Short Commodity Indices in Stock and Bond Portfolios
- Shorting Leveraged ETF Pairs
- A Case for Tail-Risk-Based Sharpe Ratios
- A Robust Decision Support Approach to Portfolio Risk Reduction Based on Credit Default Swap
- Dividend-Yield Strategies: A New Breed of Dogs
- Quantifying Backtest Overfitting in Alternative Beta Strategies
- Optimal Dynamic Portfolio Risk Management
- Use of Financial Planners and Portfolio Performance
- International Diversification: The Weighting is the Hardest Part
- Fund Analysis and Selection Based on the Dimensions of Performance Measures
- Whats in the News? Using News Sentiment Momentum for Tactical Asset Allocation
- The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest * Overfitting, and Non-Normality
- Using Social Responsibility Ratings to Outperform the Market: Evidence from Long-Only and Active-Extension Investment Strategies
- Performance and Persistence of Performance * of Actively Managed U.S. Funds * that Invest in International Equity
- Top Performing Banks: Size Effect and Economic Cycles
- On the Consistent Use of VaR in Portfolio Performance Evaluation: A Cautionary Note