Researching

The following books and research papers have greatly inspired the initial development of this library:

• Markowitz, H. (1952). PORTFOLIO SELECTION*. The Journal of Finance, 7(1), 77–91. https://doi.org/10.1111/j.1540-6261.1952.tb01525.x
• Bai, Z., Pachamanova, D., Steblovskaya, V., & Wallbaum, K. (2025). Target volatility strategies: Optimal rebalancing boundary for transaction cost minimization. Financial Markets and Portfolio Management. https://doi.org/10.1007/s11408-025-00486-5
• Dobrynskaya, V. (2014). Asymmetric Risks of Momentum Strategies. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.2399359
• Hanauer, M. X., & Windmuller, S. (n.d.). Enhanced Momentum Strategies.
• Jha, A., Shirvani, A., Jaffri, A., Rachev, S. T., & Fabozzi, F. J. (2025). Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios (Version 1). arXiv. https://doi.org/10.48550/ARXIV.2505.24250
• Harvey, C. R. (with Rattray, S., & Hemert, O. van). (2021). Strategic Risk Management: Designing Portfolios and Managing Risk. John Wiley & Sons, Incorporated.