/Finance-Papers

Archive of my research papers in finance

MIT LicenseMIT

Finance Papers

This is an archive of my research papers in finance.

Simple Portfolio Optimization That Works!

Fast Portfolio Diversification

Portfolio Group Constraints

Long-Term Stock Forecasting

Share Buyback Valuation

Share Issuance Valuation

Does Volatility Harvesting Really Work?

S&P 500

Portfolio Optimization and Monte-Carlo Simulation

Monte Carlo Simulation in Financial Valuation