Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization
Diversification and limited information in the Kelly game
Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle
Diversity and relative arbitrage in equity markets
Dividend problem with Parisian delay for a spectrally negative Lévy risk process
Dual method for continuous-time Markowitz's Problems with nonlinear wealth equations
Dynamic Portfolio Optimization with a Defaultable Security and Regime Switching