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We continue to investigate the use of quantum computers for building an optimal portfolio out of a universe of 60 U.S.
Harry Markowitz, Portfolio Selection, The Journal of Finance, 7,1 (1952), 77-91
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William F. Sharpe, Stanford University, The Sharpe Ratio, The Journal of Portfolio Management, Fall 1994 http://web.stanford.edu/~wfsharpe/art/sr/sr.htm
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M. Rubenstein, Markowitz’s Portfolio Selection: a Fifty-Year Retrospective, The Journal of Finance, Vol LVII, Num 3, June 2002, DOI:10.1.1.404.4279
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French, Craig W., Another Look at the Determinants of Portfolio Performance: Return Attribution for the Individual Investor (July 29, 2003). https://ssrn.com/abstract=706603 or http://dx.doi.org/10.2139/ssrn.706603
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2008
Cited alongside, same era.
N.Bekkers, R.Doeswijk, T.Lam, Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1368689 Oct 2009
2009
Cited alongside, same era.
Nada Elsokkary, Faisal Shah Khan, Davide La Torre, Travis S. Humble, Joel Gottlieb. Financial Portfolio Management using D-Wave’s Quantum Optimizer: The Case of Abu Dhabi Securities Exchange. IEEE High Performance Extreme Computing Conference,HPEC, Sept. 2017 (edited)
2017
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2018
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2019
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2020
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Michael Marzec. Portfolio Optimization: Applications in Quantum Computing. SSRN Electronic Journal, 2013 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2278729
2013
Cited alongside, same era.
DWave Quantum Annealing Systems Documentation, https://docs.dwavesys.com/docs/latest/index.html
Cited in the paper.
DWave Simulated Annealing Sampler - Systems Documentation, https://docs.ocean.dwavesys.com/projects/neal/en/latest/reference/sampler.html
Cited in the paper.
DATAvariance US Market Indices, https://pininvest.com/indices/
Cited in the paper.
YFinance python module, maintained by Ran Aroussi, Thank you https://pypi.org/project/yfinance/
Cited in the paper.
Yahoo Finance provides all historical data used in these experiments, Thank you, https://finance.yahoo.com/
Cited in the paper.
Patent Application US20170372427A1, USA, Quantum-Annealing Computer Method for Financial Portfolio Optimization, QCWare. https://patents.google.com/patent/US20170372427A1/en
Cited in the paper.
Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks, Samuel Mugel, Carlos Kuchkovsky, et.al., arXiv 2007.00017, 2020
2020
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