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Jeffrey Paul Cohen

Not to be confused with: Jeffrey P. Cohen

Personal Details

First Name:Jeffrey
Middle Name:Paul
Last Name:Cohen
Suffix:
RePEc Short-ID:pco1029
[This author has chosen not to make the email address public]
https://www.linkedin.com/in/jeffrey-cohen-2050053/

Research output

as
Jump to: Working papers

Working papers

  1. Jeffrey Cohen & Clark Alexander, 2020. "Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers," Papers 2011.01308, arXiv.org.
  2. Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer," Papers 2007.01430, arXiv.org.
  3. Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms," Papers 2008.08669, arXiv.org.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jeffrey Cohen & Clark Alexander, 2020. "Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers," Papers 2011.01308, arXiv.org.

    Cited by:

    1. Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma, 2023. "From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance," Papers 2307.01155, arXiv.org.

  2. Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer," Papers 2007.01430, arXiv.org.

    Cited by:

    1. Adam Bouland & Wim van Dam & Hamed Joorati & Iordanis Kerenidis & Anupam Prakash, 2020. "Prospects and challenges of quantum finance," Papers 2011.06492, arXiv.org.
    2. Francesco Catalano & Laura Nasello & Daniel Guterding, 2024. "Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios," Risks, MDPI, vol. 12(4), pages 1-20, April.
    3. Frank Phillipson & Harshil Singh Bhatia, 2020. "Portfolio Optimisation Using the D-Wave Quantum Annealer," Papers 2012.01121, arXiv.org.
    4. Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma, 2023. "From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance," Papers 2307.01155, arXiv.org.
    5. Kyle Steinhauer & Takahisa Fukadai & Sho Yoshida, 2020. "Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation," Papers 2009.08412, arXiv.org.
    6. Samuel Mugel & Enrique Lizaso & Roman Orus, 2020. "Use Cases of Quantum Optimization for Finance," Papers 2010.01312, arXiv.org.

  3. Jeffrey Cohen & Alex Khan & Clark Alexander, 2020. "Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms," Papers 2008.08669, arXiv.org.

    Cited by:

    1. Adam Bouland & Wim van Dam & Hamed Joorati & Iordanis Kerenidis & Anupam Prakash, 2020. "Prospects and challenges of quantum finance," Papers 2011.06492, arXiv.org.
    2. Fred Glover & Gary Kochenberger & Rick Hennig & Yu Du, 2022. "Quantum bridge analytics I: a tutorial on formulating and using QUBO models," Annals of Operations Research, Springer, vol. 314(1), pages 141-183, July.
    3. Francesco Catalano & Laura Nasello & Daniel Guterding, 2024. "Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios," Risks, MDPI, vol. 12(4), pages 1-20, April.
    4. Esteban Aguilera & Jins de Jong & Frank Phillipson & Skander Taamallah & Mischa Vos, 2024. "Multi-Objective Portfolio Optimization Using a Quantum Annealer," Mathematics, MDPI, vol. 12(9), pages 1-18, April.
    5. Frank Phillipson & Harshil Singh Bhatia, 2020. "Portfolio Optimisation Using the D-Wave Quantum Annealer," Papers 2012.01121, arXiv.org.
    6. Abha Naik & Esra Yeniaras & Gerhard Hellstern & Grishma Prasad & Sanjay Kumar Lalta Prasad Vishwakarma, 2023. "From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance," Papers 2307.01155, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2020-09-14 2020-09-14 2020-11-23. Author is listed
  2. NEP-FMK: Financial Markets (2) 2020-09-14 2020-09-14. Author is listed
  3. NEP-RMG: Risk Management (2) 2020-09-14 2020-11-23. Author is listed

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