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The Journal of Financial Data Science

Portfolio Management Research

Finance & Accounting
AJG 1
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Managing Editor’s Letter
Francesco A. Fabozzi
20260 citations
Interview with Sébastien Page of T. Rowe Price
Frank J. Fabozzi
20260 citations
Smart Trading Rule: A Modular Machine-Learning Framework for Portfolio Optimization with Transaction Costs
Silu Li et al.
20260 citations
Deep-MacroFin: Informed Equilibrium Neural Network for Continuous-Time Economic Models
Yuntao Wu et al.
20260 citations
Interview with Petter N. Kolm of New York University
Frank J. Fabozzi
20260 citations
Generating Multivariate Financial Time Series with MSSTD-Diff: Multiscale Spatial–Temporal Dynamics Diffusion Model
Miao Wang et al.
20260 citations
Interview with Jim Kyung-Soo Liew of SoKat Consulting, LLC
Frank J. Fabozzi
20260 citations
Interview with Mathis Linger of Drakai Capital
Frank J. Fabozzi
20260 citations
On Deep Reinforcement Learning for Dynamic Trading with PPO: Challenges and Future Directions
Alessio Brini & Petter N. Kolm
20260 citations
When Relevance Is Not Enough: Enhancing Financial Models through Redundancy-Aware Feature Selection
Mohamed Chelly et al.
20260 citations
Monetizing Volatility in Portfolio Optimization: Quantifying the Optimality Gap Using Deep FBSDE Approach
Alireza Yazdani et al.
20260 citations
Ethical AI in Asset Management: Frameworks for Transparency, Compliance, and Trust
M.K. CHAKRABARTI et al.
20252 citations
Deciphering the Causal Drivers of Bond Indexes: A Double Machine Learning Approach
Ahmad‐Reza Sadeghi & Joseph Simonian
20251 citations
A Conversation with Don Marcos (aka Marcos López de Prado)
Frank J. Fabozzi
20251 citations
Prediction with Incomplete Information
Megan Czasonis et al.
20251 citations
A Stock Trading Strategy Based on Deep Reinforcement Learning from Multiple Price Charts
Jesus Ayala et al.
20251 citations
Revolutionizing Portfolio Management with Network Theory
Gueorgui S. Konstantinov & Frank J. Fabozzi
20251 citations
The Virtue of Transparency: How to Maximize the Utility of Data without Overfitting
Megan Czasonis et al.
20251 citations
An Adaptive Methodology for Detecting Lagged Confounding among Equity Risk Factors
Joseph Simonian
20250 citations
Identifying Factor Importance in Empirical Asset Pricing by Interpretable Machine Learning
Sampan Nettayanun & Siriyos Chuthanondha
20250 citations

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