Research paper / RESOURCE PROFILE

Markowitz portfolio selection for multivariate affine and quadratic Vo

Publication: Markowitz portfolio selection for multivariate affine and quadratic Volterra models. Published Jun 24, 2020.

Research & Papers
arxiv.orgPublished Jun 24, 2020
Visit source website ↗

Overview

Publication: Markowitz portfolio selection for multivariate affine and quadratic Volterra models. Published Jun 24, 2020.

Publication information

Publication title
Markowitz portfolio selection for multivariate affine and quadratic Volterra models
Authors
Eduardo Abi Jaber, Enzo Miller, Huyên Pham
Published
Jun 24, 2020
Last publication revision
Jan 22, 2021
Subject areas
math.OC, math.PR, q-fin.CP
Publication source
arxiv.org · abs/2006.13539v4 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2006.13539 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
Research & Papers Explore →
96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

Sign In

Don't have an account yet? Register

Forgot password?

Register

Reset Password

Please enter your username or email address, you will receive a link to create a new password via email.