Managing Derivative Exposure

Market behavior and performance of different strategy evaluation schemes

Market selection with learning and catching up with the Joneses

Maximizing the Growth Rate under Risk Constraints

Measuring Portfolio Diversification

Minimizing Shortfall

Minimizing the expected market time to reach a certain wealth level

Minimizing the Probability of Lifetime Ruin under Stochastic Volatility

Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios

Multicurrency advisor based on the NSW model. Detailed description and perspectives

Multiple defaults and contagion risks

Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading

Mutual Fund Theorem for continuous time markets with random coefficients