Replication Package for "Addressing Socioeconomic Challenges through Robust Portfolio Optimization: Integrating the P vs NP Problem, the Markowitz-CAPM Framework, Cardinality Constraints and Black-Scholes Derivative Pricing"
Replication Package for "Addressing Socioeconomic Challenges through Robust Portfolio Optimization: Integrating the P vs NP Problem, the Markowitz-CAPM Framework, Cardinality Constraints and Black-Scholes Derivative Pricing"
This replication package supports the manuscript titled “Addressing Socioeconomic Challenges through Robust Portfolio Optimization: Integrating the P vs NP Problem, the Markowitz-CAPM Framework, Cardinality Constraints and Black-Scholes Derivative Pricing.” The package includes processed industry-level input data, CAPM-calibrated variables, reconstructed covariance and correlation matrices, Python scripts, random seeds, optimization outputs, figure/table outputs, README documentation, and software requirements required to reproduce the computational results reported in the study.
Portfolio optimization, Black-Scholes model, Systemic risk, Markowitz-CAPM, Socioeconomic challenges, Mixed-integer quadratic programming, Cardinality constraints, P vs NP
Portfolio optimization, Black-Scholes model, Systemic risk, Markowitz-CAPM, Socioeconomic challenges, Mixed-integer quadratic programming, Cardinality constraints, P vs NP
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