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- 2021-08-17 Paper Regularizing portfolio optimization 2020-11-07 Paper Replica approach to mean-variance portfolio optimization 2020-08-11 Paper Analytic solution...10 bytes (16 words) - 10:37, 9 December 2023
- logical analysis of data 2019-01-18 Paper Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints 2018-10-31 Paper A fractional...10 bytes (18 words) - 20:27, 9 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
- parity portfolio optimization 2022-12-20 Paper Generalized risk parity portfolio optimization: an ADMM approach 2020-09-15 Paper Risk parity portfolio optimization...10 bytes (16 words) - 09:42, 25 September 2023
- uncertain portfolio optimization problem under different risk preferences 2022-11-21 Paper An analytic solution for multi-period uncertain portfolio selection...10 bytes (16 words) - 07:31, 7 October 2023
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice 2018-10-31 Paper Robust multiobjective portfolio optimization:...10 bytes (16 words) - 11:10, 6 October 2023
- 2021-11-29 Paper Portfolio optimization in real financial markets with both uncertainty and randomness 2021-11-03 Paper Uncertain portfolio optimization problem...10 bytes (17 words) - 19:22, 6 October 2023
- Paper Generalized risk parity portfolio optimization: an ADMM approach 2020-09-15 Paper Risk parity portfolio optimization under a Markov regime-switching...10 bytes (18 words) - 11:45, 7 October 2023
- pessimistic multi-period portfolio optimization models 2022-07-18 Paper Data envelopment analysis based multi-objective optimization model for evaluation and...10 bytes (18 words) - 10:13, 6 October 2023
- Mean-Variance portfolio optimization when each asset has individual uncertain exit-time 2023-04-25 Paper Static Mean-Variance portfolio optimization under general...10 bytes (16 words) - 06:37, 7 October 2023
- Publication Type Systemic risk of optioned portfolio: controllability and optimization 2023-09-14 Paper Portfolio Optimization with Nonparametric Value at Risk:...10 bytes (16 words) - 19:32, 21 September 2023
- than risk parity for portfolio selection 2017-11-02 Paper A linear risk-return model for enhanced indexation in portfolio optimization 2015-08-03 Paper Linear...10 bytes (17 words) - 20:29, 24 September 2023
- matching approach to log-normal portfolio optimization 2018-10-10 Paper New product launch decisions with robust optimization 2018-10-10 Paper A comparison...10 bytes (17 words) - 08:51, 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
- 2016-08-10 Paper A multi-period fuzzy portfolio optimization model with minimum transaction lots 2016-07-26 Paper A fuzzy portfolio selection model with background...10 bytes (18 words) - 22:05, 10 December 2023
- Applications of Global Optimization to Portfolio Analysis 2007-10-24 Paper Studies on a general stock-bond integrated portfolio optimization model 2007-03-20...10 bytes (17 words) - 10:45, 8 December 2023
- Publication Type Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers 2024-04-11 Paper Portfolio optimization using higher...10 bytes (16 words) - 10:39, 9 December 2023
- Multi-period power utility optimization under stock return predictability 2023-12-14 Paper Sampling distributions of optimal portfolio weights and characteristics...10 bytes (16 words) - 19:48, 9 December 2023
- convexity and vector optimization 2008-10-30 Paper Fuzzy portfolio optimization. Theory and methods 2008-07-08 Paper Continuous-time portfolio selection with...10 bytes (18 words) - 03:44, 9 December 2023
- Multi-period power utility optimization under stock return predictability 2023-12-14 Paper Sampling distributions of optimal portfolio weights and characteristics...10 bytes (17 words) - 01:34, 10 December 2023
