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Multi-period mean-variance portfolio selection with state-dependent exit probability and bankruptcy state
Wang, Yang, (2019)
Review on efficiency and anomalies in stock markets
Woo, Kai-yin, (2020)
Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure
Qi, Yue, (2020)
A monthly indicator of GDP for euro-area based on business surveys
Raffinot, Thomas, (2007)
A non-parametric method to nowcast the Euro Area IPI.
Ferrara, Laurent, (2008)
Interpretable supervised portfolios
Chevalier, Guilaume, (2024)