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q-fin.PM2026
Portfolio Optimization for Commodity ETFs under Heavy-Tailed Returns
Nicholas Appiah, Ali Jaffri, Dilmi C. W. Hettiachchi-Halpe-Kankanamalage +1
This paper examines portfolio optimization for commodity exchange-traded funds (ETFs) under heavy-tailed return behavior. Using daily Bloomberg data for 30 U.S.-listed commodity ET…
q-fin.PM2025
Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
Ali Jaffri, Abootaleb Shirvani, Ayush Jha +2
This study examines the investment landscape of Pakistan as an emerging and frontier market, focusing on implications for international investors, particularly those in the United…