Magnus Pedersen

Hvass Laboratories

http://www.hvass-labs.org

SCHOLARLY PAPERS

13

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7,472

SSRN CITATIONS
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3

CROSSREF CITATIONS

11

Scholarly Papers (13)

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1.

Portfolio Optimization and Monte Carlo Simulation

Number of pages: 96 Posted: 18 May 2014 Last Revised: 03 Aug 2014
Magnus Pedersen
Hvass Laboratories
Downloads 1,408 (21,627)
Citation 5

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Portfolio Optimization, Mean-Variance, Kelly, Monte Carlo Simulation

2.

Monte Carlo Simulation in Financial Valuation

Number of pages: 160 Posted: 29 Sep 2013 Last Revised: 21 Feb 2014
Magnus Pedersen
Hvass Laboratories
Downloads 852 (44,454)
Citation 3

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Monte Carlo Simulation, Jensen's Inequality, Equity Risk Premium

3.

The Value of Share Buybacks

Number of pages: 210 Posted: 03 Feb 2013 Last Revised: 13 Aug 2014
Magnus Pedersen
Hvass Laboratories
Downloads 847 (44,780)
Citation 4

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Share repurchase, valuation, equilibrium, uncertainty

4.

Long-Term Stock Forecasting

Number of pages: 104 Posted: 30 Dec 2020 Last Revised: 16 Feb 2021
Magnus Pedersen
Hvass Laboratories
Downloads 798 (48,586)

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stock forecasting, S&P 500

5.

Simple Portfolio Optimization that Works!

Number of pages: 164 Posted: 05 Nov 2021 Last Revised: 08 Nov 2021
Magnus Pedersen
Hvass Laboratories
Downloads 741 (53,731)

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portfolio optimization

6.

Artificial Intelligence for Long-Term Investing

Number of pages: 16 Posted: 01 Mar 2016
Magnus Pedersen
Hvass Laboratories
Downloads 663 (62,210)
Citation 3

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Portfolio Optimization, Artificial Intelligence, Machine Learning

7.

Does Volatility Harvesting Really Work?

Number of pages: 91 Posted: 19 May 2021
Magnus Pedersen
Hvass Laboratories
Downloads 512 (86,242)

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portfolio rebalancing, volatility harvesting

8.

Strategies for Investing in the S&P 500

Strategies for Investing in the S&P 500, 2015
Number of pages: 202 Posted: 03 Sep 2015
Magnus Pedersen
Hvass Laboratories
Downloads 410 (111,982)
Citation 1

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S&P 500, Portfolio Optimization, Rebalancing, Stop-Loss

9.

Layman's Guide to Investing in the S&P 500

Layman’s Guide to Investing in the S&P 500, 2015
Number of pages: 84 Posted: 03 Sep 2015
Magnus Pedersen
Hvass Laboratories
Downloads 400 (115,509)
Citation 1

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S&P 500, Layman's Guide

10.

Introduction to Share Buyback Valuation

Number of pages: 27 Posted: 03 Feb 2013 Last Revised: 13 Aug 2014
Magnus Pedersen
Hvass Laboratories
Downloads 350 (133,919)
Citation 2

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Share repurchase, valuation, equilibrium, uncertainty

11.

Portfolio Group Constraints

Number of pages: 11 Posted: 09 Mar 2022
Magnus Pedersen
Hvass Laboratories
Downloads 205 (229,141)

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investing, portfolio, diversification, constraints

12.

Fast Portfolio Diversification

Number of pages: 10 Posted: 17 Jan 2022
Magnus Pedersen
Hvass Laboratories
Downloads 144 (310,010)
Citation 1

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investing, portfolio optimization, diversification

13.

Comparison of U.S. Stock Indices

Number of pages: 57 Posted: 02 Oct 2015
Magnus Pedersen
Hvass Laboratories
Downloads 142 (313,431)

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Stock Indices, S&P 500, S&P 400, S&P 600