Natural language processing (NLP), or the pragmatic research perspective of computational
linguistics, has become increasingly powerful due to data availability and various …

It is widely noted that market capitalisation weighted portfolios are inefficient and
underperform an equal weighted portfolio over the long-term. However, at least since 2016 …

We introduce a pathwise approach to analyze the relative performance of an equity portfolio
with respect to a benchmark market portfolio. In this energy-entropy framework, the relative …

Based on anecdotal evidence, regulatory arbitrage was a major catalyst of the recent
financial crisis. However, regulatory arbitrage is both theoretically and empirically not yet …

The goal of Portfolio Rebalancing is to provide mathematical and empirical analysis of the
effects of portfolio rebalancing on portfolio returns and risks. The mathematical analysis …

This survey paper will discuss the (potential) structural sources of return for both CTAs and
commodity indices based on a review of empirical research articles from both academics …

This paper considers the recent underperformance of the equal weighted portfolio of South
African Top 40 stocks relative to the market capitalisation weighted portfolio. It highlights the …

Recent academic literature has noted that high conviction, or concentrated, portfolios (ie,
those with approximately 15 or fewer assets) often outperform larger, theoretically better …

The study shows how index funds and exchange-traded funds (ETFs) can be used for
tactical asset allocation by using a modified Kelly criterion. Index funds and ETFs are good …

The purpose of the study was to explore the conditions required for big data analysts to
manufacture the occurrence of Parrondo's Paradox within the sample space defined by the …