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  1. Zlotnikov, Vadim [Author]; Liu, Jiayu [Author]; Halperin, Igor [Author]; He, Fei [Author]; Huang, Lisa [Author]

    Model-Free Market Risk Hedging Using Crowding Networks

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    [S.l.]: SSRN, [2023]

  2. Elkamhi, Redouane [Author]; Lee, Jacky S. H. [Author]; Salerno, Marco [Author]

    Portfolio tilts using views on macroeconomic regimes

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    [Toronto]: [University of Toronto - Rotman School of Management], [2021]

    Published in: Joseph L. Rotman School of Management: Rotman School of Management working paper ; 3810877

  3. Chen, Yinan [Author]; Song, Yiwen [Author]; Qian, Samson [Author]; Fleiss, Alexander [Author]

    Applying Machine Learning to SEC 13F Investment Manager Filings for Portfolio Construction and Rebalancing

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    [S.l.]: SSRN, 2023

  4. Al-Thani, Khalifa [Author]; Mignacca, Domenico [Author]; Fusai, Gianluca [Author]; Caccioli, Fabio [Author]; Germano, Guido [Author]

    Inconsistency of the Capital Asset Pricing Model in a Multi-Currency Environment

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    [S.l.]: SSRN, [2023]

  5. Ciciretti, Vito [Author]; Pallotta, Alberto [Author]

    Network risk parity : graph theory-based portfolio construction

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    2024

    Published in: The journal of asset management ; 25(2024), 2 vom: März, Seite 136-146

  6. Bernat, Tomasz [Author]; Ruszkiewicz, Robert [Author]

    Hedging the investment portfolio with derivatives present on the Polish market

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    2023

    Published in: Managerial economics ; 24(2023), 1, Seite 7-26