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Which measures predict risk taking in a multi-stage controlled investment decision process?
Bachmann, Kremena; Hens, Thorsten; Stössel, Remo - In: Financial services review : the journal of individual … 26 (2017) 4, pp. 339-365
Persistent link: https://www.econbiz.de/10011941315
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Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio; Kwon, Roy H. - In: Quantitative finance 19 (2019) 3, pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
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Cardinality-constrained risk parity portfolios
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 302 (2022) 1, pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
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Portfolio optimization with covered calls
Diaz, Mauricio; Kwon, Roy H. - In: The journal of asset management 20 (2019) 1, pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
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A constrained cluster-based approach for tracking the S&P 500 index
Wu, Dexiang; Kwon, Roy H.; Costa, Giorgio - In: International journal of production economics 193 (2017), pp. 222-243
Persistent link: https://www.econbiz.de/10011758344
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Decentralized strategic asset allocation with global constraints
Lee, Minho; Kwon, Roy H.; Lee, Chi-Guhn; Anis, Hassan - In: The journal of asset management 19 (2018) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10011847583
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Evolutionary stability of portfolio rules in incomplete markets
Hens, Thorsten; Schenk-Hoppé, Klaus Reiner - In: Journal of mathematical economics 41 (2005) 1/2, pp. 43-66
Persistent link: https://www.econbiz.de/10002643146
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An application of evolutionary finance to firms listed in the Swiss Market Index
Hens, Thorsten; Schenk-Hoppé, Klaus Reiner; Stalder, Marco - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 465-487
Persistent link: https://www.econbiz.de/10001720988
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A note on reward-risk portfolio selection and two-fund separation
De Giorgi, Enrico; Hens, Thorsten; Mayer, János - In: Finance research letters 8 (2011) 2, pp. 52-58
Persistent link: https://www.econbiz.de/10009301311
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Robust portfolio selection for index tracking
Chen, Chen; Kwon, Roy H. - In: Computers & operations research : and their … 39 (2012) 4, pp. 829-837
Persistent link: https://www.econbiz.de/10010217456