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The optimal payoff for a Yaari investor
Boudt, Kris; Dragun, K.; Vanduffel, Steven - In: Quantitative finance 22 (2022) 10, pp. 1839-1852
Persistent link: https://www.econbiz.de/10013367950
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Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Ardia, David; Boudt, Kris; Nguyen, Giang - In: Quantitative finance 18 (2018) 8, pp. 1249-1259
Persistent link: https://www.econbiz.de/10011911535
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Dynamic core-satellite investing using higher order moments : an explicit solution
Wang, Yanfeng; Lu, Wanbo; Boudt, Kris - In: Quantitative finance 23 (2023) 12, pp. 1815-1831
Persistent link: https://www.econbiz.de/10014452472
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When do two- or three-fund separation theorems hold?
Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven - In: Quantitative finance 21 (2021) 11, pp. 1869-1883
Persistent link: https://www.econbiz.de/10012696788
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Optimal portfolios under a correlation constraint
Bernard, Carole; Cornilly, Dries; Vanduffel, Steven - In: Quantitative finance 18 (2018) 3, pp. 333-345
Persistent link: https://www.econbiz.de/10011906370