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Search: person:"Mulvey, John M."
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Mulvey, John M.
65
Kim, Woo Chang
9
Zhang, Zhuojuan
5
Erkan, Hafize G.
4
Simsek, Koray D.
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Beck, Michael P.
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Fabozzi, Frank J.
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European Journal of Operational Research
7
European journal of operational research : EJOR
7
Management Science
5
The journal of portfolio management : a publication of Institutional Investor
5
Interfaces : the INFORMS journal on the practice of operations research
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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4
Operations research : the journal of the Operations Research Society of America
3
The journal of financial data science
3
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International review of financial analysis
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Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus
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Optimal financial decision making under uncertainty
1
Optimization and logistics challenges in the enterprise
1
Quantitative finance
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Quantitative fund management
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Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
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The Journal of financial perspectives
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The journal of portfolio management : JPM
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ECONIS (ZBW)
33
OLC EcoSci
17
RePEc
15
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1
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
Improving portfolio performance via natural language processing methods
Su, Di-Jia
;
Mulvey, John M.
;
Poor, H. Vincent
- In:
The journal of financial data science
4
(
2022
)
2
,
pp. 37-49
Persistent link: https://www.econbiz.de/10014232737
Saved in:
3
William T. Ziemba and a brief look at his Journal of Portfolio Management Legacy
Guerard, John Baynard
;
Mulvey, John M.
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 7-9
Persistent link: https://www.econbiz.de/10014232165
Saved in:
4
A machine learning approach in regime-switching risk parity portfolios
Uysal, A. Sinem
;
Mulvey, John M.
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012519262
Saved in:
5
Factor momentum and regime-switching overlay strategy
Gu, Junhan
;
Mulvey, John M.
- In:
The journal of financial data science
3
(
2021
)
4
,
pp. 101-129
Persistent link: https://www.econbiz.de/10012698257
Saved in:
6
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.
;
Sun, Yifan
;
Wang, Mengdi
;
Ye, Jing
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Saved in:
7
"Flexicure" retirement solutions : a part of the answer to the pension crisis?
Martellini, Lionel
;
Milhau, Vincent
;
Mulvey, John M.
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 136-151
Persistent link: https://www.econbiz.de/10012116101
Saved in:
8
Machine learning, economic regimes and portfolio optimisation
Mulvey, John M.
;
Hao, Han
;
Li, Nongchao
- In:
International journal of financial engineering and risk …
2
(
2018
)
4
,
pp. 260-282
Persistent link: https://www.econbiz.de/10012000019
Saved in:
9
Optimizing a portfolio of liquid and illiquid assets
Mulvey, John M.
;
Kim, Woo Chang
;
Lin, Changle
- In:
Optimal financial decision making under uncertainty
,
(pp. 151-175)
.
2017
Persistent link: https://www.econbiz.de/10011558452
Saved in:
10
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:
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