Economics & Finance · Interdisciplinary & Society
Portfolio Management
The newest papers in Portfolio Management that ReadSearch has read, newest first. Each links to its own page, with its authors, date, where it was published and the original.
66 papers, from 7 September 2026 to 4 November 2026: 66 arXiv preprints.
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Newest papers, page 2
Regime-Aware Interpretable Ranking for Sector Rotation
Sector rotation is a common decision in benchmark-relative portfolio management, where portfolio managers rank sectors for overweight and underweight positions.Rachev-Ratio Portfolio Optimization with TimeGAN Scenarios: Replacement versus Supplementation
This study evaluates the reliability and investment consequences of scenarios from a specified time-series generative adversarial network (TimeGAN) in Rachev-ratio portfolio allocation.Optimal Trading Filters and the Value of Predictive Signals
The value of a forecast depends on its accuracy, but also on its actionability.Dynamic portfolio selection under range value-at-risk with logarithmic returns
This paper studies continuous-time portfolio selection under Range Value-at-Risk (RVaR), with both portfolio performance and risk evaluated in terms of logarithmic returns.From Alpha to Execution: Trading Horizons, Regimes, and Schedules under Concave Impact and Hurst Scaling
Classical execution models assume linear impact, diffusive prices, and an exogenous horizon.Loss-versus-rebalancing with external proportional transaction costs
We study liquidity provision in automated market makers when trading in the external market incurs proportional transaction costs.Reading the News Without Hindsight: NoLBERT Topics and the Cross-Section of Stock Returns
Language models that read financial news are usually trained on text from the same years used to test them, so a backtest can reward hindsight.Data-Driven Dynamic Portfolio Selection with Vine Copula Simulation and Reinforcement Learning
We develop a data-driven approach to dynamic portfolio selection that combines vine-copula simulation with reinforcement learning.On integrability of local utility maximizing strategies
In stochastic control problems involving optimal portfolio choice, one often seeks an optimizer of some local criterion (dynamic programming value function) generated by some global criterion (e.g…Portfolio Decarbonization under Incomplete Carbon and Transition Information
We study dynamic portfolio decarbonization under incomplete information about firms' carbon intensities and the underlying transition state.Risk Measures for the Climate Transition Age: Why Symmetric Risk Budgets are unlikely to mitigate two-dimensionally asymmetric Climate Change risks
The most widely used investment risk measures - variance, standard deviation, and tracking error - treat upside deviations as equally undesirable as downside losses.A Mean Field Model of Consumption Inertia and Keeping Up with the Joneses
Households compare their living standard with others' and dislike changing it.Ex Ante and Scenario-Conditional Value of Information in Dynamic Portfolio Choice
Portfolio decisions are often made under uncertainty about expected returns, and investors revise their beliefs as new information arrives.AlphaRLM: Aligning Language Models for Literature-Grounded Symbolic Factor Discovery
Formulaic alpha mining seeks to discover executable expressions that capture predictive market signals in a vast, noisy search space.From Economic Explanation to Performance Improvement in Machine-Learning Portfolios
To extend conventional model-level feature importance to economically meaningful portfolio outcomes and decisions, we propose a local first-order attribution-propagation framework that maps…Entropy Regularization under No-Shorting: Structure Preservation and Convexity in Dynamic Mean-Variance Portfolio Selection
This paper studies entropy regularization for the discrete-time dynamic mean--variance portfolio problem with no-shorting constraints.Weighted selection from elliptical distributions: a stochastic representation and an application to portfolio separation
We represent (weighted-)selection-elliptical distributions as an affine combination of the $q$ selection variables plus an elliptical term whose direction alone is independent.Conditional value-at-risk under reward-penalty mechanism with applications to robust portfolio management
In this paper, we present robust portfolio selection models by incorporating a reward and penalty mechanism into portfolio management.OOM-RL II: Reality Is an Oracle, Not a Debugger Provenance-Constrained Diagnosis in Continually Evolving Agent-Engineered Systems
Reality may establish that an outcome occurred without identifying which evolving procedure produced it or why.SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions
As option markets grow and AI advances, agentic systems for option trading are gaining increasing attention.