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~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~person:"Mulvey, John M."
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Mulvey, John M.
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European journal of operational research : EJOR
The journal of financial data science
2
International journal of financial engineering and risk management
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Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
Li, Xiaoyue
;
Uysal, A. Sinem
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1158-1176
Persistent link: https://www.econbiz.de/10013207254
Saved in:
2
Dynamic allocations for currency futures under switching regimes signals
Reus, Lorenzo
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10011477369
Saved in:
3
Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
Saved in:
4
Dynamic asset allocation for varied financial markets under regime switching framework
Bae, Geum Il
;
Kim, Woo Chang
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 450-458
Persistent link: https://www.econbiz.de/10010356729
Saved in:
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