Showing 1–10 of 10 results
/ Date/ Name
Apr 10, 2026Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment PanelsApr 9, 2026Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic InvestingAug 26, 2025Identifying Risk Variables From ESG Raw Data Using A Hierarchical Variable Selection AlgorithmFeb 24, 2025Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM EvaluationNov 5, 2018Better to stay apart: asset commonality, bipartite network centrality, and investment strategiesJul 24, 2015Continuous-Time Mean-Variance Portfolio Selection with Constraints on Wealth and PortfolioAug 26, 2014Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance FormulationJun 26, 2014Optimal Investment with Stopping in Finite HorizonMar 4, 2014Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale MeasureMar 5, 2013Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection