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q-fin.PM2026
Knowledge-Optimising Investment Decisions with Informative Datasets
Sidharth Mallik, Waymond Rodgers
The enormous growth in datasets, both in number and size, has prompted investors to adapt to new ways for assimilating information. Normatively, the approach has been to integrate…
q-fin.PM2022
A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities
Sidharth Mallik
We consider a reference security, understood to be an attractive investment, with the caveat that an investor is not willing to directly invest in the security, for presence of con…