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      <title>A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies</title>
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      <author>Choi, Insu</author>
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      <title>A temporal information transfer network approach considering federal funds rate for an interpretable asset fluctuation prediction framework</title>
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      <title>Grand challenges in industrial and systems engineering</title>
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      <title>Regime-aware factor allocation with optimal feature selection</title>
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      <title>Downside risk reduction using regime-switching signals : a statistical jump model approach</title>
      <pubDate>Wed, 05 Feb 2025 09:14:33 +0000</pubDate>
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      <title>A transparent single financial asset trading framework via reinforcement learning</title>
      <pubDate>Fri, 20 Sep 2024 09:33:52 +0000</pubDate>
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      <title>Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans</title>
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      <title>Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques</title>
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      <title>Tracking customer risk aversion</title>
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      <title>Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs</title>
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      <title>Elucidating directed statistical dependencies : investigating global financial market indices' influence on korean short selling activities</title>
      <pubDate>Thu, 01 Feb 2024 08:38:35 +0000</pubDate>
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      <title>Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products</title>
      <pubDate>Thu, 09 Nov 2023 06:38:31 +0000</pubDate>
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      <title>Large-scale financial planning via a partially observable stochastic dual dynamic programming framework</title>
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      <author>Lee, Jinkyu</author>
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      <dc:date>2023</dc:date>
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      <title>Value function gradient learning for large-scale multistage stochastic programming problems</title>
      <pubDate>Wed, 31 May 2023 09:28:01 +0000</pubDate>
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      <title>Solving Multi-Period Financial Planning Models : Combining Monte Carlo Tree Search and Neural Networks</title>
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      <dc:date>2022</dc:date>
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      <title>Tracking Customer Risk Aversion</title>
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      <title>William T. Ziemba and a brief look at his Journal of Portfolio Management Legacy</title>
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      <author>Guerard, John Baynard</author>
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      <title>Improving portfolio performance via natural language processing methods</title>
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      <author>Su, Di-Jia</author>
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      <title>Constructing a personalized recommender system for life insurance products with machine-learning techniques</title>
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      <title>Applications of Machine Learning in Wealth Management</title>
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      <author>Mulvey, John M.</author>
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      <title>Evaluating Mathematical Programming Techniques : Proceedings of a Conference Held at the National Bureau of Standards Boulder, Colorado January 5-6, 1981</title>
      <pubDate>Fri, 03 Feb 2023 20:02:19 +0000</pubDate>
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      <title>Worldwide asset and liability modeling</title>
      <pubDate>Sat, 05 Nov 2022 17:46:57 +0000</pubDate>
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      <title>The effects of errors in means, variances, and correlations on the mean-variance framework</title>
      <pubDate>Wed, 21 Sep 2022 15:36:27 +0000</pubDate>
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      <title>Goal-based investing based on multi-stage robust portfolio optimization</title>
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      <title>Multi-period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks</title>
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      <title>Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks</title>
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      <title>On Improving Pension Product Design</title>
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      <title>Is 1/n Really Better than Optimal Mean-Variance Portfolio?</title>
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      <title>A Rule-Based Commodity Index</title>
      <pubDate>Thu, 17 Mar 2022 20:53:15 +0000</pubDate>
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      <title>The Importance of Asset Allocation : A Mathematical Proof</title>
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      <guid>https://www.econbiz.de/Record/the-importance-of-asset-allocation-a-mathematical-proof-lee-yongjae/10013031742?sid=1517468787</guid>
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      <title>A Uniformly Distributed Random Portfolio</title>
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      <guid>https://www.econbiz.de/Record/a-uniformly-distributed-random-portfolio-kim-woo-chang/10013032502?sid=1517468787</guid>
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      <title>On the Viability of Robo-Advising for Individual Investors</title>
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      <title>Identifying Sparse L&lt;sub&gt;2&lt;/sub&gt;-Norm Regularized Portfolios via Semi-Definite Relaxation</title>
      <pubDate>Thu, 17 Mar 2022 00:21:29 +0000</pubDate>
      <link>https://www.econbiz.de/Record/identifying-sparse-l-sub-2-sub-norm-regularized-portfolios-via-semi-definite-relaxation-kim-min-jeong/10013016617?sid=1517468787</link>
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      <title>Sparse Tangent Portfolio Selection via Semi-Definite Relaxation</title>
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      <title>The Evolution of Asset Classes : Lessons from University Endowments</title>
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      <title>Levered Exchange-Traded Products : Theory and Practice</title>
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      <title>The Effect of Social Investment on the Sustainability of Korea National Pension Fund</title>
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      <author>Choi, WoongBee</author>
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      <title>Extending the Scope of ALM to Social Investment – Investing in Population Growth to Enhance Sustainability of the Korean National Pension Service</title>
      <pubDate>Thu, 10 Mar 2022 19:32:13 +0000</pubDate>
      <link>https://www.econbiz.de/Record/extending-the-scope-alm-social-investment-investing-population-growth-enhance-sustainability-the-korean-national-pension-service-choi-woongbee/10012919136?sid=1517468787</link>
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      <title>Cost of shareholder engagement by institutional investors under short-swing profit rule</title>
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      <title>Factor momentum and regime-switching overlay strategy</title>
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      <title>Recent trends and perspectives on the Korean asset management industry</title>
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      <title>A machine learning approach in regime-switching risk parity portfolios</title>
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      <title>Mean-variance optimization for asset allocation</title>
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      <title>Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network</title>
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      <guid>https://www.econbiz.de/Record/optimizing-a-portfolio-of-mean-reverting-assets-with-transaction-costs-via-a-feedforward-neural-network-mulvey-john/10012262660?sid=1517468787</guid>
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      <title>Sparse and robust portfolio selection via semi-definite relaxation</title>
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      <title>Personalized goal-based investing via multi-stage stochastic goal programming</title>
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      <title>"Flexicure" retirement solutions : a part of the answer to the pension crisis?</title>
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      <title>An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey</title>
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      <title>Special issue: applications of optimisation in finance</title>
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