SCHOLARLY PAPERS

13

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10

Scholarly Papers (13)

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 1,679 (19,232)
Citation 5

Abstract:

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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 1,150 (33,840)
Citation 3

Abstract:

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

3.

Simple Portfolio Optimization that Works!

Number of pages: 164 Posted: 05 Nov 2021 Last Revised: 08 Nov 2021
Magnus Pedersen
Hvass Laboratories
Downloads 1,036 (39,152)

Abstract:

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portfolio optimization

4.

Long-Term Stock Forecasting

Number of pages: 104 Posted: 30 Dec 2020 Last Revised: 16 Feb 2021
Magnus Pedersen
Hvass Laboratories
Downloads 957 (43,863)

Abstract:

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stock forecasting, S&P 500

5.

The Value of Share Buybacks

Number of pages: 210 Posted: 03 Feb 2013 Last Revised: 13 Aug 2014
Magnus Pedersen
Hvass Laboratories
Downloads 916 (46,587)
Citation 4

Abstract:

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Share repurchase, valuation, equilibrium, uncertainty

6.

Artificial Intelligence for Long-Term Investing

Number of pages: 16 Posted: 01 Mar 2016
Magnus Pedersen
Hvass Laboratories
Downloads 781 (57,879)
Citation 1

Abstract:

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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 627 (76,875)

Abstract:

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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 489 (104,816)
Citation 1

Abstract:

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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 441 (118,439)
Citation 1

Abstract:

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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: 17 Aug 2023
Magnus Pedersen
Hvass Laboratories
Downloads 401 (132,551)
Citation 2

Abstract:

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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 252 (217,087)

Abstract:

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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 203 (265,549)
Citation 1

Abstract:

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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 166 (317,317)

Abstract:

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