Regularizing Portfolio Optimization
Rentes en cours de service : un nouveau critère d'allocation d'actif
Risk Aversion and Portfolio Selection in a Continuous-Time Model
Risk Aversion Asymptotics for Power Utility Maximization
Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach
Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution
Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments
Robust and Adaptive Algorithms for Online Portfolio Selection
Robust maximization of asymptotic growth
Robust Maximization of Asymptotic Growth under Covariance Uncertainty
Robust utility maximization for diffusion market model with misspecified coefficients