Portfolio construction and risk management: theory versus practice by Stefan Colza Lee, William Eid Junior

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What Financial Conditions Affect Dynamic Equity Risk Factor Allocation? by Achim Backhaus, Aliya Zhakanova Isiksal, Matthias Bausch

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Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach by Muhammad Naveed, Shoaib Ali, Aviral Kumar Tiwari

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MySuper Vs. KiwiSaver: Retirement Saving For The Less Engaged by Geoffrey J. Warren

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A general framework for portfolio construction based on generative models of asset returns by Tuoyuan Cheng, Kan Chen

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Portfolio Construction with K-Means Clustering Algorithm Based on Three Factors by Aslam Bilal, Bhuiyan Rubaiyat Ahsan, Zhang Changyong

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Can green bonds hedge against geopolitical risk? A cross-market connectedness analysis with portfolio implications by Yufei Xia, Yujia Chen, Lingyun He, Zhengxu Shi, Xintian Ji, Rongjiang Cai

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Correlation-Diversified Portfolio Construction by Finding Maximum Independent Set in Large-Scale Market Graph by Ryo Hidaka, Yohei Hamakawa, Jun Nakayama, Kosuke Tatsumura

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Real-Time Trading System Based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-Hard Combinatorial Optimization by Kosuke Tatsumura, Ryo Hidaka, Jun Nakayama, Tomoya Kashimata, Masaya Yamasaki

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Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios by Ahmed Imran Hunjra, Suha Mahmoud Alawi, Sisira Colombage, Uroosa Sahito, Mahnoor Hanif

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Equity-Market-Neutral Strategy Portfolio Construction Using LSTM-Based Stock Prediction and Selection: An Application to S&P500 Consumer Staples Stocks by Abdellilah Nafia, Abdellah Yousfi, Abdellah Echaoui

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Prioritization of CIFs taking into account multiple criteria for the construction of efficient portfolios by Eduar Fernando Aguirre González, Pablo César Manyoma Velásquez, Diego Fernando Manotas-Duque

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