Finance Papers

This is an archive of my research papers in finance.

Simple Portfolio Optimization That Works!

• Paper

• Data and Python Source-Code

• InvestOps Python package

• Video

Fast Portfolio Diversification

• Paper

• Data and Python Source-Code

• InvestOps Python package

• Video

Portfolio Group Constraints

• Paper

• Data and Python Source-Code

• InvestOps Python package

Long-Term Stock Forecasting

• Paper

• Data and Python Source-Code

• InvestOps Python package

• Videos

Share Buyback Valuation

• Full Treatise

• Shorter Introduction

• Spreadsheet

• Videos

Does Volatility Harvesting Really Work?

• Paper

• Data and Python Source-Code

• Video

S&P 500

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

• Spreadsheet for Retirement Planning

• Strategies for Investing in the S&P 500

• Comparison of U.S. Stock Indices

Portfolio Optimization and Monte-Carlo Simulation

• Paper

• Data and R Source-Code

• Spreadsheet

Monte Carlo Simulation in Financial Valuation

• Paper

• Data and R Source-Code