Academic Quant News

The latest quantitative finance news from the academic world

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Research articles for the 2020-09-19

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Expertise in Financial Decision Making
Krava, Lidor,Ofir, Moran,Hochman, Guy
SSRN

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Academic Quant News is an aggregator of academic research articles and journals related to quantitative finance.

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You can find on my GitHub account an open source software library to solve portfolio allocation problems (Mean-Variance optimization, Risk Budgeting optimization...):

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Credits to Quantocracy

Credit where credit's due: this site was partly inspired by Quantocracy (known as The Whole Street a long time ago...).

A great complement to this site, be sure to bookmark it !