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Persistent interest portfolios : marrying web search data with mean-variance theory

Nadler, Daniel; Schmidt, Anatoly B. - In: The journal of investing 25 (2016) 3, pp. 135-141

Persistent link: https://www.econbiz.de/10011931501

Portfolio performance measures for sustainable investing

Schmidt, Anatoly B. - In: Sustainable investing : problems and solutions, (pp. 473-493). 2025

Persistent link: https://www.econbiz.de/10015162646

Microstructure and executive strategies in the global spot FX market

Schmidt, Anatoly B. - In: Econophysics approaches to large-scale business data …, (pp. 49-63). 2010

Persistent link: https://www.econbiz.de/10008701552

Simulation of maker loss in the global inter-bank FX market

Schmidt, Anatoly B. - In: The journal of trading 3 (2008) 4, pp. 66-70

Persistent link: https://www.econbiz.de/10003777837

Managing portfolio diversity within the mean variance theory

Schmidt, Anatoly B. - In: Application of operations research to financial markets, (pp. 315-329). 2019

Persistent link: https://www.econbiz.de/10012159993

News-based ESG ratings for optimal portfolios : SASB versus SDGs

Schmidt, Anatoly B. - In: The journal of impact and ESG investing 4 (2024) 3, pp. 53-64

Persistent link: https://www.econbiz.de/10014536546

The impact of greenhouse gas aversion on optimal portfolios

Schmidt, Anatoly B. - In: The journal of energy markets 17 (2024) 1, pp. 75-85

Persistent link: https://www.econbiz.de/10014556528

Optimal ESG portfolios : an example for the Dow Jones Index

Schmidt, Anatoly B. - In: Journal of sustainable finance & investment 12 (2022) 2, pp. 529-535

Persistent link: https://www.econbiz.de/10013177384

What's so special about time series momentum?

Cai, Haotian; Schmidt, Anatoly B. - In: The journal of investment strategies 9 (2020) 2, pp. 33-43

Persistent link: https://www.econbiz.de/10012597142

Managing Portfolio Diversity within the Mean Variance Theory

Schmidt, Anatoly B. - 2018

It is well documented that the classical mean variance theory (MVT) may yield portfolios (MVTP) that are highly concentrated and/or are outperformed by equal weight portfolios (EWP). In this work, it is proposed to expand the MVT minimizing utility function with diversity booster DB =...

Persistent link: https://www.econbiz.de/10012935332