Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951): Difference between revisions

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+Portfolio optimization when asset returns have the Gaussian mixture distribution
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+Portfolio optimization in stochastic markets
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+On distributionally robust chance-constrained linear programs
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+Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
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+On the maximization of financial performance measures within mixture models
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+Mixtures of \(t\)-distributions for finance and forecasting
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+Dynamic portfolio optimization with risk control for absolute deviation model
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+Stock Trading: An Optimal Selling Rule
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+Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation
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