Catalano, Francesco; Nasello, Laura; Guterding, Daniel - In: Risks : open access journal 12 (2024) 4, pp. 1-20
budgets, they deteriorate as budgets decrease. To alleviate this issue, a discrete Markowitz portfolio theory (DMPT) with … explores portfolio optimization on quantum annealers, establishing a mapping between continuous and discrete Markowitz … portfolio theories. We find that correctly normalized discrete portfolios converge to continuous solutions as budgets increase …