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- optimal portfolio weights and characteristics in small and large dimensions 2023-09-26 Paper Statistical Inference for the Expected Utility Portfolio in High...10 bytes (16 words) - 19:48, 9 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
- the global minimum variance portfolio in high dimensions 2018-05-30 Paper Estimation of the global minimum variance portfolio in high dimensions 2018-04-01...10 bytes (18 words) - 16:34, 27 February 2024
- of optimal portfolio weights and characteristics in small and large dimensions 2023-11-08 Paper Sampling distributions of optimal portfolio weights and...10 bytes (17 words) - 01:34, 10 December 2023
- A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY 2010-08-11 Paper A MAXIMAL PREDICTABILITY PORTFOLIO SUBJECT TO A TURNOVER CONSTRAINT...10 bytes (17 words) - 10:45, 8 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
- Publication Type Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers 2024-04-11 Paper Portfolio optimization using...10 bytes (16 words) - 10:39, 9 December 2023
- properties of Monte Carlo estimators of diffusion processes 2016-05-02 Paper Portfolio selection: a review 2014-06-30 Paper An optimal stopping problem with a...10 bytes (18 words) - 02:17, 10 December 2023
- multi-period portfolio selection model with discounted transaction costs 2018-03-07 Paper Multi-period cardinality constrained portfolio selection models...10 bytes (17 words) - 05:11, 12 December 2023
- Paper Efficient allocation of resources to a portfolio of decision making units 2020-05-27 Paper Robust portfolio decision analysis: an application to the...10 bytes (18 words) - 21:52, 10 December 2023
- factor analysis and portfolio immunization in the corporate bond market 2004-11-22 Paper Performance of a hedged stochastic portfolio model in the presence...10 bytes (16 words) - 16:24, 9 December 2023
- to Discriminant Analysis and Portfolio Theory 2012-09-01 Paper Comparison of different estimation techniques for portfolio selection 2011-08-25 Paper Nonparametric...10 bytes (16 words) - 02:17, 10 December 2023
- value-at-risk portfolio selection 2019-03-12 Paper Data-driven robust mean-CVaR portfolio selection under distribution ambiguity 2019-03-06 Paper Portfolio management...10 bytes (17 words) - 10:54, 9 December 2023
- mean-variance portfolio selection with probability constraints 2019-02-05 Paper Continuous-time Markowitz's model with constraints on wealth and portfolio 2019-01-15...10 bytes (16 words) - 15:26, 10 December 2023
- IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION 2021-10-20 Paper The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification...10 bytes (18 words) - 01:56, 11 December 2023
- Behavioral portfolio selection with loss control 2011-04-08 Paper PORTFOLIO CHOICE VIA QUANTILES 2011-03-25 Paper ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION...10 bytes (17 words) - 06:22, 13 December 2023
- in portfolio optimization under expected shortfall with $ \newcommand{\e}{{\rm e}} {\ell_2}$ regularization 2021-08-17 Paper Regularizing portfolio optimization...10 bytes (16 words) - 10:37, 9 December 2023
- MEASURE IN PORTFOLIO THEORY 2008-08-26 Paper ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS 2008-05-20 Paper Optimal Financial Portfolios 2008-01-31...10 bytes (18 words) - 23:43, 9 December 2023
- Fermi sea 2023-02-17 Paper Systemic Risk-Driven Portfolio Selection 2022-08-05 Paper International portfolio choice under multi-factor stochastic volatility...10 bytes (18 words) - 21:18, 11 December 2023
- Paper Multi-period stochastic portfolio optimization: block-separable decomposition 2008-03-31 Paper Multiperiod portfolio optimization with terminal liability:...10 bytes (20 words) - 18:26, 8 December 2023
