’ demographic characteristics (gender, age, education, income, and investment experience) were analyzed as control variables. Data …

, investment levels have decreased over recent years. Moreover, the recent turbulence caused by the COVID-19 crisis has accelerated …-looking VolTarget strategy while using an ML-based prediction as the input, the average outcome for an investment in a drawdown plan is …

We show how to solve Merton optimal investment stochastic control problem for Hawkesbased models in finance and … expected utility function. The novelty of the results consists of the new Hawkes-based models and in the new optimal investment …

Expected returns, variances, betas, and alphas are all non-linear functions of the investment horizon. This seems to be …

Finding an optimal balance between risk and returns in investment portfolios is a central challenge in quantitative … approximations, as fractional stocks are typically not tradeable. While these approximations are effective for large investment …