Investors looking to integrate digital assets into a traditional, diversified multi-asset portfolio
need to formulate appropriate risk and return assumptions for them. Using the case of …

To study the intelligent and efficient stock portfolio in China's financial market, based on the
relevant theories such as deep learning (DL) neural network (NN) and stock portfolio, this …

This study discusses how financial economic theory and its quantitative tools can be applied
to create socioeconomic indices and develop a financial market for the so-called …

This paper introduces the concept of a global financial market for environmental indices,
addressing sustainability concerns and aiming to attract institutional investors. Risk …

To efficiently assess the performance of investing in stocks rather than in a bank account for
the long run, stochastic interest rate modelling is advocated. We introduce a correlated …

In an era where sustainability is paramount, our paper pioneers the concept of a global
financial market for environmental indices, aiming to attract institutional investors by …

This article addresses the shortcomings of the existing literature regarding cryptocurrency
portfolio construction. First, we address the effectiveness of time-series models that capture …

To efficiently assess the performance of investing in stocks rather than in a bank account for
the long run, stochastic interest rate modelling is advocated. We introduce a correlated …