Portfolio allocation

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Working Paper 24.03.2021 Bond Index Tracking with Genetic Algorithms
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Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio o...

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Working Paper 2.10.2019 Machine Learning Optimization Algorithms & Portfolio Allocation
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Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a...

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Working Paper 15.11.2012 Alternative Inflation Hedging Portfolio Strategies: Going Forward unde...
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Gone are the days when inflation fears had receded under years of “Great Moderation” in macroeconomics.

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Working Paper 15.04.2012 An Inflation Hedging Strategy with Commodities: A Core Driven Global M...
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Recent academic studies have shown that since the mid-nineties, the pass-through of exogenous oil shocks into headline inflation has been increasing while the p...

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