A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics
A Convex Stochastic Optimization Problem Arising from Portfolio Selection
A Goal Programming Model for Optimal Portfolio Diversification
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms
A policyholder's utility indifference valuation model for the guaranteed annuity option
A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities
A simple algorithm based on fluctuations to play the market
A simplified Capital Asset Pricing Model
A stochastic reachability approach to portfolio construction in finance industry
A time before which insiders would not undertake risk
Abstract, Classic, and Explicit Turnpikes
Additive habit formation: Consumption in incomplete markets with random endowments
Additive habits with power utility: Estimates, asymptotics and equilibrium
Adjusted Closing Prices
An analytical performance comparison of exchanged traded funds with index funds: 2002-2010
An Econophysics Model for the Currency Exchange with Commission
An explicit solution for an optimal stopping/optimal control problem which models an asset sale
An optimal life insurance policy in the investment-consumption problem in an incomplete market
Analysis of hedging based on co-persistence theory