---
title: The Perfect Portfolio
url: https://www.ml-quant.com/papers/ssrn/4754594/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4754594
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4754594
featured: 2024-03-13
citations: unknown
topic: Portfolio & Allocation
---


# The Perfect Portfolio

In Pursuit of the Perfect Portfolio discusses the work of finance scholars in portfolio management and the potential for a perfect risk-reward balance.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4754594
- Identifier: SSRN 4754594
- Released: 2022-06-20
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

## Related

- [Overcoming Markowitz's Instability with the Help of the Hierarchical Risk Parity (HRP): Theoretical Evidence](https://www.ml-quant.com/papers/ssrn/4748151/): The paper shows the hierarchical risk parity (HRP) approach is superior to the traditional Markowitz portfolio allocation method in terms of noise reduction and robustness.
- [Untangling Universality and Dispelling Myths in Mean–Variance Optimization](https://www.ml-quant.com/papers/ssrn/4747461/): The article discusses the widespread use of mean-variance optimization in quantitative finance, dispels associated myths, and introduces the concept of mean-variance-equivalent distributions.
- [Currency Portfolios and Global Foreign Exchange Ambiguity](https://www.ml-quant.com/papers/ssrn/4742236/): The study examines the effect of global foreign exchange ambiguity on currency portfolios, finding that high ambiguity leads to high currency carry returns and uncovers uncertainty not captured by FX volatility.
- [Optimal Portfolio Choice with Cross-Impact Propagators](https://www.ml-quant.com/papers/arxiv/2403.10273/): The research looks at optimal portfolio choices in continuous time, considering the impact of transactions on prices and providing solutions to optimal portfolio and execution problems.
- [Optimal Rebalancing in Dynamic AMMs](https://www.ml-quant.com/papers/arxiv/2403.18737/): A new method for optimally rebalancing asset ratios in Dynamic Automated Market Maker pools could potentially increase pool profit and loss by about 25% for a BTC-ETH-DAI pool from July 2022 to June 2023.
- [Deep Reinforcement Learning: Extending Traditional Financial Portfolio Methods](https://www.ml-quant.com/papers/ssrn/4780026/): The paper suggests that deep reinforcement learning can potentially improve traditional portfolio allocation strategies by incorporating contextual data and future rewards.
