Quantum Portfolio Optimization with Investment Bands and Target Volatility

S. Mugel, C. Kuchkovsky, E. Sanchez, S. Fernandez-Lorenzo, J. Luis-Hita, E. Lizaso, and R. Orús, arXiv:2007.00017 , 1 (2020a) , arXiv:2007.00017

Original

2007

Earlier work this paper cites.

S. Mugel, E. Lizaso, and R. Orús, arXiv:2010.01312 , 1 (2020c) , arXiv:2010.01312

Original

2010

Earlier work this paper cites.

S. Mugel, M. Abad, M. Bermejo, J. Sanchez, E. Lizaso, and R. Orús, arXiv:2012.01091 (2020b) , arXiv:2012.01091

Original

2012

Earlier work this paper cites.

R. Orús, Annals of Physics 349

2014

Cited alongside, same era.

M. L. de Prado, (2015), 10.2139/ssrn.2575184 , http://dx.doi.org/10.2139/ssrn.2575184

2015

Cited alongside, same era.

H. Markowitz, The Journal of Finance 7

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H. Markowitz, The Journal of Finance 7

Cited in the paper.

As a remark, notice that the target volatilities differ slightly from the computed ones, due to the large solution space being studied and the approximations mentioned previously. The obtained portfolios are however perfectly valid

Original

Cited in the paper.

G. Rosenberg, P. Haghnegahdar, P. Goddard, P. Carr, K. Wu, and M. López De Prado, IEEE Journal of Selected Topics in Signal Processing 10

2016

Later among the works it cites.

R. Orús, S. Mugel, and E. Lizaso, Reviews in Physics 4

Original

2019

Later among the works it cites.