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 4
Large Signal Libraries: Equal-Weight Limits and the Divergent Spectra of Signals and PnL
An ensemble of roughly 3,000 signals over 20 assets was reported to have approximately 90% correlation with the leading component of the asset-space return structure.Diffusion models for dynamic volatility surface generation and data-driven hedging
We develop a diffusion-model framework for dynamic implied-volatility surface generation and evaluate its economic usefulness through data-driven hedging.Entropic Value-at-Risk parity for tempered stable returns
We develop Entropic Value-at-Risk (EVaR) parity for tempered stable returns.Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals
Commodity futures are shaped by harvest cycles, weather shocks, storage conditions, and seasonal demand, but it remains unclear whether recurring patterns yield robust out-of-sample trading profits.Signal Correlation, IC, and PnL Dependence
Signal correlation and PnL correlation are correlations over different index sets - across assets at each date versus across dates for scalar payoffs - and practitioners often treat the first as a…Simple Dynamic Stock/Bond/Gold Portfolios
For more than four decades, the 60/40 stock/bond portfolio has served as a benchmark for delivering reasonable returns without excessive risk.