This paper proposes a new idea to determine the adjustment weight vector in order to construct a passive portfolio with lower risk than the risk of the benchmark index.
After spotting FX arbitrage opportunities, new tech faces real-world test in Japanese stocks
Use cases for new tech are piling up – from CVA to VAR. But so are the obstacles
There is a lot to learn before quantum computers can be applied to specific financial problems
Authors show how quantum theory could aid portfolio construction
Venturelli and Kondratyev use quantum annealers to optimise portfolios