Features, or contextual information, are additional data than can help predicting asset
returns in financial problems. We propose a mean-risk portfolio selection problem that uses …

The upstream sector of the Oil and Gas (O&G) industry is recognized by its capital-intensive
projects and complex and hazardous associated recovery and production processes, thus …

This article demonstrates the dangers of attempting to create investment funds with different
risk-return profiles by relying only on investment policies based on asset class-limits, but …

We propose a new approach to portfolio optimization that utilizes a unique combination of
synthetic data generation and a CVaR-constraint. We formulate the portfolio optimization …

This article assesses the impact of alternative assets on the performance of Brazilian private
pension funds. Few studies touch on this topic in Brazil and most only investigate the …

The use of machine learning for statistical modeling (and thus, generative modeling) has
grown in popularity with the proliferation of time series models, text-to-image models, and …

This article compares the efficient investment frontiers in light of the new standard of
allocative thresholds allowed for assets guaranteeing provisions established by Resolutions …

Este artigo compara as fronteiras eficientes de investimentos diante do novo padrão de
limites alocativos permitidos para ativos garantidores de provisões estabelecidos pelas …

Within the asset management industry, the portfolio selection problem stands as one of the
most important challenges. The approaches that experts have taken to address this problem …

Objective: The prime objective of the study is to examine the impact of risk management
techniques on the financial performance of banks listed in the stock market. The CAMEL …