Portfolio Performance

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight ArXiv ID: 2501.13901 “View on arXiv” Authors: Unknown Abstract This study examines the investment landscape of Pakistan as an emerging and frontier market, focusing on implications for international investors, particularly those in the United States, through exchange-traded funds (ETFs) with exposure to Pakistan. The analysis encompasses 30 ETFs with varying degrees of exposure to Pakistan, covering the period from January 1, 2016, to February 2024. This research highlights the potential benefits and risks associated with investing in these ETFs, emphasizing the importance of thorough risk assessments and portfolio performance comparisons. By providing descriptive statistics and performance metrics based on historical optimization, this paper aims to equip investors with the necessary insights to make informed decisions when optimizing their portfolios with Pakistan-exposed ETFs. The second part of the paper introduces and assesses dynamic optimization methodologies. This section is designed to explore the adaptability and performance metrics of dynamic optimization techniques in comparison with conventional historical optimization methods. By integrating dynamic optimization into the investigation, this research aims to offer insights into the efficacy of these contrasting methodologies in the context of Pakistan-exposed ETFs. The findings underscore the significance of Pakistan’s market dynamics within the broader context of emerging markets, offering a pathway for diversification and potential growth in investment strategies. ...

Keynes the Stock Market Investor: A Quantitative Analysis ArXiv ID: ssrn-2023011 “View on arXiv” Authors: Unknown Abstract The consensus view of the influential economist John Maynard Keynes is that he was a stellar investor. We provide an extensive quantitative appraisal of his per Keywords: Portfolio Performance, Quantitative Appraisal, Investment Strategy, Historical Analysis, Equities Complexity vs Empirical Score Math Complexity: 4.0/10 Empirical Rigor: 8.5/10 Quadrant: Street Traders Why: The paper relies on historical archival data reconstruction and extensive backtesting of Keynes’ trades over 25 years, indicating high empirical rigor, but its mathematical modeling is primarily statistical tests and factor analysis rather than advanced theoretical derivations. flowchart TD A["Research Goal Appraise Keynes's Stock Market Performance"] --> B{"Methodology Quantitative Analysis"} B --> C["Data Inputs Historical Portfolio Records"] C --> D["Computational Process Performance Metrics & Risk Analysis"] D --> E["Key Findings Consensus of Stellar Investor Verified"]