Simple Dynamic Stock/Bond/Gold Portfolios

By Nikhil Devanathan, Alexandros E. Tzikas, Stephen P. Boyd

Published 2026-09-09

Everscope rating

1209.1

Relevance to quantitative trading

8 / 10

Implementation complexity

2 / 10

Reproducibility

5 / 5

About this paper

Methodology: Volatility Targeting and Markowitz Convex Optimization. Problem types: Portfolio Optimization, Risk Management, Time Series Forecasting, Optimization.

arXiv:2609.07946 · Code · Paper rankings

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