adaptive weighting 1equal weighting 1equity premium forecasting 1horizon-dependent allocation 1minimum variance 1portfolio diversification 1
From the 1 of 2 linked papers with an AI index.
2 papers
econ.GN2026
When and Why Naïve Diversification Works: A Simple Diagnostic Strategy
Han Feng, Difang Huang, Jue Wang +1
The paper identifies a simple condition—called the Golden Criterion—under which equal‑weight portfolios are minimum‑variance optimal, and proposes an adaptive two‑stage strategy th…
econ.GN2026
Technology Fundamentals and False Bubble Detection: Evidence from Dot-Com and AI Episodes
Haiqiang Chen, Li Chen, Difang Huang +2
We show that widely used bubble tests, most prominently the PSY framework, suffer severe size distortion when fundamentals incorporate general-purpose technology adoption. Embeddin…