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Management of investment hybrid portfolio
Hrytsiuk, Petro Mykhailovych, (2021)
Downside risk control and optimal investment turnover around financial crises
Tian, Ruilin, (2018)
Dynamics among global asset portfolios
Bratis, Theodoros, (2020)
Dynamic portfolio selection with process control
MacLean, Leonard C., (2006)
Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C., (2008)
The bond-stock yield differential as a risk indicator in financial markets
Consigli, Giorgio, (2009)