Lorenzo Reus

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Merton portfolio allocation under stochastic dividends
Optimization Letters
2025-06-24Paper
Dynamic allocations for currency futures under switching regimes signals
European Journal of Operational Research
2016-10-07Paper
On the strategic behavior of large investors: a mean-variance portfolio approach
European Journal of Operational Research
2016-10-07Paper


Research outcomes over time


This page was built for person: Lorenzo Reus