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
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