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On the investment strategies in occupational pension plans
Bosserhoff, Frank; Chen, An; Sørensen, Nils; Stadje, Mitja - In: Quantitative finance 22 (2022) 5, pp. 889-905
Persistent link: https://www.econbiz.de/10013367869
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Personalized goal-based investing via multi-stage stochastic goal programming
Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; … - In: Quantitative finance 20 (2020) 3, pp. 515-526
Persistent link: https://www.econbiz.de/10012194905
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Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing; Chen, Zhiping; Consigli, Giorgio; Yan, Zhe - In: Quantitative finance 22 (2022) 9, pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
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Robust portfolio rebalancing with cardinality and diversification constraints
Zhao, Zhihua; Xu, Fengmin; Du, Donglei; Meihua, Wang - In: Quantitative finance 21 (2021) 10, pp. 1707-1721
Persistent link: https://www.econbiz.de/10012653708
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Rao's quadratic entropy and maximum diversification indexation
Carmichael, Benoît; Koumou, Gilles Boevi; Moran, Kevin - In: Quantitative finance 18 (2018) 6, pp. 1017-1031
Persistent link: https://www.econbiz.de/10011911262
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Kurtosis-based risk parity : methodology and portfolio effects
Braga, M. D.; Nava, C. R.; Zoia, M. G. - In: Quantitative finance 23 (2023) 3, pp. 453-469
Persistent link: https://www.econbiz.de/10014232668
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Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, B. H.; Maré, E. - In: Quantitative finance 21 (2021) 11, pp. 1855-1868
Persistent link: https://www.econbiz.de/10012696784
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A practical guide to robust portfolio optimization
Yin, Chenyang; Perchet, Romain; Soupé, François - In: Quantitative finance 21 (2021) 6, pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
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Estimation risk and the implicit value of index-tracking
Clark, Brian; Edirisinghe, Chanaka; Simaan, Majeed - In: Quantitative finance 22 (2022) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
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Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei - In: Quantitative finance 22 (2022) 2, pp. 333-347
Persistent link: https://www.econbiz.de/10013167753