Machine learning is reshaping the way portfolios are built, monitored, and adjusted. Investors are no longer limited to ...

Energy Transfer is evaluating a Permian NGL-to-gas conversion amid weak NGL rates and strong gas demand, a move analysts say ...

Stochastic dominance provides a rigorous method to compare uncertain prospects without imposing restrictive assumptions on investor risk preferences, thus offering an alternative to traditional ...

In this paper we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds on neural-network-based trading schemes, in which the asset allocation ...

We assessed Bitcoin's application in portfolio optimization with quantitative techniques. Surprisingly, by adding Bitcoin to the Global Market Portfolio we were able to maximize Sharpe, Information, ...