Generalizing Markowitz Portfolio Optimization by a Quadratic Risk Measure

By Ignas Gasparavičius, Andrius Grigutis

Published 2026-08-26

Everscope rating

1760.8

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Generalized Quadratic Risk Measure Optimization. Problem types: Portfolio Optimization, Risk Management.

arXiv:2608.24449 · Paper rankings

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