arXiv 2016-05-22 EN Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints Shinzato, Takashi
arXiv 2016-05-22 EN Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics Shinzato, Takashi
arXiv 2016-05-22 EN Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed Shinzato, Takashi
arXiv 2016-05-22 EN A note on optimal expected utility of dividend payments with proportional reinsurance Liang, Xiaoqing · Palmowski, Zbigniew
arXiv 2016-05-09 EN Stochastic Portfolio Theory: A Machine Learning Perspective Samo, Yves-Laurent Kom · Vervuurt, Alexander
arXiv 2016-04-30 EN Robustness of mathematical models and technical analysis strategies Ayed, Ahmed Bel Hadj · Loeper, Grégoire · Abergel, Frédéric
arXiv 2016-04-27 EN On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation Pistorius, Martijn · Stadje, Mitja
arXiv 2016-04-23 EN On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums Marciniak, Ewa · Palmowski, Zbigniew
arXiv 2016-03-31 EN Deterministic Income with Deterministic and Stochastic Interest Rates Eisenberg, Julia
arXiv 2016-03-27 EN Trading Strategies Generated by Lyapunov Functions Karatzas, Ioannis · Ruf, Johannes
arXiv 2016-03-19 EN Tukey's transformational ladder for portfolio management Ernst, Philip · Thompson, James · Miao, Yinsen
arXiv 2016-03-11 EN Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment Fouque, Jean-Pierre · Hu, Ruimeng
arXiv 2016-03-08 EN Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX Cheng, Hannah · Zhan, Juan · Rea, William · Rea, Alethea
arXiv 2016-02-18 EN On the Profitability of Optimal Mean Reversion Trading Strategies Huang, Peng · Wang, Tianxiang
arXiv 2016-02-16 EN Dynamic portfolio selection without risk-free assets Lam, Chi Kin · Xu, Yuhong · Yin, Guosheng
