Portfolio optimisation: bridging the gap between theory and practice

By Cristiano Arbex Valle

Published 2024-07-02

Everscope rating

1451.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Two-stage optimisation framework. Problem types: Portfolio Optimization, Risk Management.

arXiv:2407.00887 · Code · Paper rankings

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