3 papers
q-fin.PM2026
Simple Dynamic Stock/Bond/Gold Portfolios
Nikhil Devanathan, Alexandros E. Tzikas, Stephen P. Boyd
For more than four decades, the 60/40 stock/bond portfolio has served as a benchmark for delivering reasonable returns without excessive risk. More recently, a 50/30/20 stock/bond/…
q-fin.PM2026
Single-Asset Adaptive Leveraged Volatility Control
Nikhil Devanathan, Dylan Rueter, Stephen Boyd +6
This paper introduces a methodology for constructing a market index composed of a liquid risky asset and a liquid risk-free asset that achieves a fixed target volatility. Existing…
math.OC2026
A Distributed Method for Cooperative Transaction Cost Mitigation
Nikhil Devanathan, Logan Bell, Dylan Rueter +1
Funds at large portfolio management firms may consist of many portfolio managers (PMs), each managing a portion of the fund and optimizing a distinct objective. Although the PMs de…