arXiv 2016-02-05 EN On minimising a portfolio's shortfall probability Puhalskii, Anatolii A. · Stutzer, Michael Jay
arXiv 2016-02-02 EN On the existence of shadow prices for optimal investment with random endowment Gu, Lingqi · Lin, Yiqing · Yang, Junjian
arXiv 2016-02-02 EN Portfolio Selection: The Power of Equal Weight Ernst, Philip · Thompson, James · Miao, Yinsen
arXiv 2016-02-01 EN Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading Redeker, Imke · Wunderlich, Ralf
arXiv 2016-01-29 EN Exact solutions for optimal execution of portfolios transactions and the Riccati equation Romero, Juan M. · Bautista, Jorge
arXiv 2016-01-28 EN Portfolio Optimization in the Stochastic Portfolio Theory Framework Papathanakos, Vassilios
arXiv 2016-01-20 EN Portfolio Optimisation Under Flexible Dynamic Dependence Modelling Bernardi, Mauro · Catania, Leopoldo
arXiv 2016-01-18 EN The Excess Returns of "Quality" Stocks: A Behavioral Anomaly Bouchaud, Jean-Philippe · Ciliberti, Stefano · Landier, Augustin · Simon, Guillaume +1
arXiv 2016-01-05 EN Multistage Portfolio Optimization: A Duality Result in Conic Market Models Bassett, Robert · Le, Khoa
arXiv 2016-01-02 EN Minimax perfect stopping rules for selling an asset near its ultimate maximum Rokhlin, Dmitry B.
arXiv 2015-12-25 EN Risk Aversion in the Small and in the Large under Rank-Dependent Utility Eeckhoudt, Louis R. · Laeven, Roger J. A.
arXiv 2015-12-21 EN How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange Yang, Libin · Rea, William · Rea, Alethea
arXiv 2015-12-19 EN Which measure for PFE? The Risk Appetite Measure, A Kenyon, Chris · Green, Andrew · Berrahoui, Mourad
arXiv 2015-12-14 EN Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations Li, Yusong · Zheng, Harry
