Lv5
892 积分 2024-09-23 加入
Intraday Market Return Predictability Culled from the Factor Zoo
5天前
已完结
On Generalization and Regularization via Wasserstein Distributionally Robust Optimization
1个月前
已完结
Systemic Risk-Driven Portfolio Selection
2个月前
已完结
Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty
2个月前
已完结
Model Aggregation for Risk Evaluation and Robust Optimization
4个月前
已关闭
Nash Equilibria, Regularization, and Computation in Optimal Transport-Based Distributionally Robust Optimization
5个月前
已关闭
On the Combination of Naive and Mean-Variance Portfolio Strategies
6个月前
已完结
Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers
7个月前
已完结
Estimation of Multivariate Asset Models with Jumps
7个月前
已完结
PORTFOLIO SELECTION*
8个月前
已完结
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