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- 2022-01-03 Paper Quantile-based optimal portfolio selection 2021-11-24 Paper Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty...10 bytes (16 words) - 19:48, 9 December 2023
- distributions of optimal portfolio weights and characteristics in small and large dimensions 2023-11-08 Paper Sampling distributions of optimal portfolio weights...10 bytes (17 words) - 01:34, 10 December 2023
- distributions of optimal portfolio weights and characteristics in small and large dimensions 2023-11-08 Paper Sampling distributions of optimal portfolio weights...10 bytes (16 words) - 00:04, 25 September 2023
- mardi4nfdi.de/entity/Q5873991 2023-02-10 Paper Portfolio Selection with Regularization 2022-06-10 Paper Optimal portfolio deleveraging under market impact and margin...10 bytes (16 words) - 14:35, 28 January 2024
- Paper OPTIMAL RISK CONTROL UNDER MARKED POINT PROCESSES SHOCKS: A DYNAMIC PROGRAMMING DUALITY APPROACH 2014-02-11 Paper Optimal selection portfolio problem:...10 bytes (16 words) - 00:58, 11 December 2023
- 2014-02-28 Paper Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets 2014-01-09 Paper Multi-period portfolio optimization...10 bytes (17 words) - 03:08, 10 December 2023
- active portfolio management 2001-06-27 Paper Stochastic differential portfolio games 2000-11-20 Paper Beating a moving target: optimal portfolio strategies...10 bytes (16 words) - 12:51, 24 September 2023
- 2009-07-21 Paper Optimal portfolio, consumption and retirement decision under a preference change 2009-06-10 Paper OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE...10 bytes (18 words) - 09:57, 6 October 2023
- Finite horizon portfolio selection with durable goods 2021-10-22 Paper Optimal retirement in a general market environment 2021-08-11 Paper Optimal Consumption...10 bytes (18 words) - 23:29, 9 December 2023
- and portfolio selection 2019-06-18 Paper Portfolio selection with subsistence consumption constraints and CARA utility 2019-02-08 Paper An optimal job...10 bytes (16 words) - 06:46, 7 October 2023
- NETWORKS 2022-04-04 Paper Optimal portfolios in the presence of stress scenarios a worst-case approach 2022-04-01 Paper OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK...10 bytes (17 words) - 07:40, 7 October 2023
- Paper Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach 2022-02-16 Paper OPTIMAL PORTFOLIO AND CONSUMPTION...10 bytes (16 words) - 02:57, 7 October 2023
- 2007-12-12 Paper Portfolio problems stopping at first hitting time with application to default risk 2006-08-18 Paper Optimal portfolios and Heston's stochastic...10 bytes (16 words) - 13:50, 7 October 2023
- uncertain portfolio selection with background risk 2022-03-07 Paper Uncertain portfolio selection with mental accounts 2022-02-08 Paper Portfolio management...10 bytes (16 words) - 16:41, 6 October 2023
- mean–variance analysis: optimal portfolio selection under parameter uncertainty 2021-06-02 Paper Mean-variance efficiency of optimal power and logarithmic...10 bytes (18 words) - 16:34, 27 February 2024
- linear quadratic optimal control problems of Markovian regime switching system 2021-08-11 Paper Better than optimal mean-variance portfolio policy in multi-period...10 bytes (16 words) - 15:26, 10 December 2023
- of Publication Type A portfolio choice problem under risk capacity constraint 2022-09-21 Paper Portfolio concentration, portfolio inertia, and ambiguous...10 bytes (16 words) - 16:08, 11 December 2023
- estimators of diffusion processes 2016-05-02 Paper Portfolio selection: a review 2014-06-30 Paper An optimal stopping problem with a reward constraint 2012-11-15...10 bytes (18 words) - 02:17, 10 December 2023
- exposures of a well-diversified portfolio with short-term stock index futures contracts 2019-02-08 Paper Fuzzy portfolio selection model with real features...10 bytes (18 words) - 22:05, 10 December 2023
- Publication Type Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy 2019-01-15 Paper Optimal constrained...10 bytes (18 words) - 14:45, 7 December 2023
