Portfolio optimization in multi-asset
10 papers on portfolio optimization in multi-asset as a systematic trading strategy. Portfolio optimization papers on several asset classes at once: 10 of the 105 in portfolio optimization. The most cited is It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification (2012).
Papers102012–2026
Share of the family10 %10 of 105
| cited by | method | ||
|---|---|---|---|
| It’s All in the Timing: Simple Active Portfolio Strategies that Outperform Naïve Diversification by Kirby and Ostdiek | 306 | 2012 | |
| Many Risks, One (Optimal) Portfolio by Homescu | 6 | 2014 | |
| Return Prediction Models and Portfolio Optimization: Evidence for Industry Portfolios by Bessler and Wolff | 2 | Linear factor models | 2014 |
| Optimal attention allocation: Picking alpha or betting on beta? by Gu et al. | 1 | 2023 | |
| Continuous Risk Adjustment – Does the Half-Life Have Implications for the Return Distribution by Nilsson | 1 | 2015 | |
| AI-Driven Strategic Asset Allocation vs Traditional Mean-Variance Optimization: Evidence from Global Institutional Portfolios by Ngewa | 0 | Tree ensembles +1 | 2026 |
| A Learnheuristic Approach to A Constrained Multi-Objective Portfolio Optimisation Problem by Bullah and van Zyl | 0 | 2023 | |
| Factor-Targeted Asset Allocation (Presentation Slides) by Lee and Salerno | 0 | 2022 | |
| Factor-targeted Asset Allocation: A Reverse Optimization Approach (Working Paper) by Lee and Salerno | 0 | 2021 | |
| Dynamic Liability Driven Investing Using Black-Litterman by Pasquale et al. | 0 | 2013 |
Papers on portfolio optimization in multi-asset from other families
1 paper| filed under | ||
|---|---|---|
| Bayesian Portfolio Selection: Application to Tactical Asset Allocation by Simaan | Market timing and tactical asset allocation | 2021 |