arXiv 2018-01-19 EN Ergodic robust maximization of asymptotic growth Kardaras, Constantinos · Robertson, Scott
arXiv 2017-12-01 EN Retirement Wealth under Fixed Limits: The Optimal Strategy for Exponential Utility Schutte, Lena
arXiv 2017-11-13 EN Black was right: Price is within a factor 2 of Value Bouchaud, J. P. · Ciliberti, S. · Lempérière, Y. · Majewski, A. +2
arXiv 2017-11-06 EN Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach Guambe, Calisto · Kufakunesu, Rodwell
arXiv 2017-10-17 EN Navigating dark liquidity (How Fisher catches Poisson in the Dark) Zovko, Ilija I.
arXiv 2017-10-13 EN A General Framework for Portfolio Theory. Part II: drawdown risk measures Maier-Paape, Stanislaus · Zhu, Qiji Jim
arXiv 2017-10-09 EN A Strategic Investment Framework for Biotechnology Markets via Dynamic Asset Allocation and Class Diversification Mohan, Abhishek · Roy, Agnibho
arXiv 2017-10-04 EN Kelly Betting Can Be Too Conservative Hsieh, Chung-Han · Barmish, B. Ross · Gubner, John A.
arXiv 2017-10-04 EN On Drawdown-Modulated Feedback Control in Stock Trading Hsieh, Chung-Han · Barmish, B. Ross
arXiv 2017-09-14 EN Random matrix approach for primal-dual portfolio optimization problems Tada, Daichi · Yamamoto, Hisashi · Shinzato, Takashi
arXiv 2017-09-13 EN Risk-Aware Multi-Armed Bandit Problem with Application to Portfolio Selection Huo, Xiaoguang · Fu, Feng
arXiv 2017-09-13 EN Welfare effects of information and rationality in portfolio decisions under parameter uncertainty Longo, Michele · Mainini, Alessandra
arXiv 2017-09-11 EN Predictive Modeling: An Optimized and Dynamic Solution Framework for Systematic Value Investing Sak, R. J.
arXiv 2017-08-25 EN Trends and Risk Premia: Update and Additional Plots Dao, Tung-Lam · Hoehener, Daniel · Lempérière, Yves · Nguyen, Trung-Tu +2
arXiv 2017-08-24 EN Active Preference Learning for Personalized Portfolio Construction Tee, Kevin · McCourt, Michael · Martinez-Cantin, Ruben · Dewancker, Ian +1
arXiv 2017-08-02 EN The "Size Premium" in Equity Markets: Where is the Risk? Ciliberti, Stefano · Sérié, Emmanuel · Simon, Guillaume · Lempérière, Yves +1
arXiv 2017-07-07 EN Model for Constructing an Options Portfolio with a Certain Payoff Function Fatyanova, Margarita E. · Semenov, Mikhail E.
arXiv 2017-07-05 EN You are in a drawdown. When should you start worrying? Rej, Adam · Seager, Philip · Bouchaud, Jean-Philippe
