Performance analysis and optimal selection of large mean-variance portfolios under estimation risk
Performance-based regularization in mean-CVaR portfolio optimization
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Portfolio optimization in a defaults model under full/partial information
Portfolio Optimization under Convex Incentive Schemes
Portfolio Optimization under Habit Formation
Portfolio Optimization Under Uncertainty
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models
Portfolios and the market geometry
Power Utility Maximization in Constrained Exponential Lévy Models
Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models
Projective Market Model Approach to AHP Decision-Making
Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control