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Regularizing Portfolio Optimization

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Rentes en cours de service : un nouveau critère d'allocation d'actif

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk Aversion and Portfolio Selection in a Continuous-Time Model

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk Aversion Asymptotics for Power Utility Maximization

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Robust and Adaptive Algorithms for Online Portfolio Selection

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Robust maximization of asymptotic growth

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Robust Maximization of Asymptotic Growth under Covariance Uncertainty

Economy – Quantitative Finance – Portfolio Management
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Robust utility maximization for diffusion market model with misspecified coefficients

Economy – Quantitative Finance – Portfolio Management
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