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Dynamic financial analysis for multinational insurance companies
Mulvey, John M.; Pauling, Bill; Britt, Stephen; Morin, … - 2007
Persistent link: https://www.econbiz.de/10003523275
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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
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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
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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
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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