In Exchange-Traded Funds and the New Dynamics of Investing, Ananth Madhavan
examines the quiet transformation of asset management through the rise of passive or index …

In this article, model predictive control is used to dynamically optimize an investment
portfolio and control drawdowns. The control is based on multi-period forecasts of the mean …

Risk based portfolio construction and particular risk parity or equally weighted risk
contribution became popular among practitioners. These approaches focus only on risk and …

Using more than two decades of disaggregated return data, we provide a comprehensive
study of the investment benefits offered by food futures. In addition to comparing them to …

Minimum volatility strategies enjoy broad support in the academic literature and have been
applied extensively by institutional investors to reduce portfolio volatility. In this article, the …

Long-term investors can often bear the risk of outsized market movements or tail events
more easily than the average investor; for bearing this risk, they hope to earn significant …

Στην έρευνα αυτή έγινε ανάλυση ελληνικών και αμερικανικών μετοχών προκειμένου να
διαπιστωθεί η συσχέτιση ανάμεσα στις αριστερές ουρές και τις μελλοντικές αποδόσεις. Οι …

In this paper we investigate smart beta investing, especially low volatility investing, in policy
portfolio selection by institutional investors. Most of smart beta strategies except for …

Фондовый рынок на сегодняшний день играет всё большую роль в жизни людей, в
формировании их доходов. Для полноценной интеграции на современный (в т. ч …