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cs.OS2025
Talyxion: From Speculation to Optimization in Risk Managed Crypto Portfolio Allocation
Thanh Nguyen
Cryptocurrency trading has attracted tremendous attention from both retail and institutional investors. However, most traders fail to scale their assets under management due to fra…
cs.OS2025
Sharpe-Driven Stock Selection and Liquidiy-Constrained Portfolio Optimization: Evidence from the Chinese Equity Market
Thanh Nguyen
This paper develops and empirically evaluates a Sharpe-driven stock selection and liquidity-constrained portfolio optimization framework designed for the Chinese equity market. The…