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Jondeau, Eric; Rockinger, Michael - 2010

We implement a long-horizon static and dynamic portfolio allocation involving a risk-free and a risky asset. This model …

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Qin, Zhongfeng - In: European journal of operational research : EJOR 245 (2015) 2, pp. 480-488

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Georgescu, Vasile; Ştefan, Andreea-Mirabela - In: Fuzzy economic review : the review of the International … 25 (2020) 2, pp. 25-43

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Hatemi-J, Abdulnasser; Hajji, Mohamed Ali; El-Khatib, … - In: Research in international business and finance 59 (2022), pp. 1-7

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Liu, Yiying; Zhou, Yongbin; Niu, Juanjuan - In: Finance research letters 55 (2023) 2, pp. 1-10

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Mohammadi, Iman; Khoshouei, Hamzeh Mohammadi; … - In: Managerial finance 49 (2023) 4, pp. 741-757

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AlMahdi, Saud - In: Journal of mathematical finance 5 (2015) 2, pp. 202-211

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Caporin, Massimiliano; Lisi, Francesco - In: The North American journal of economics and finance : a … 26 (2013), pp. 236-249

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Birge, John R.; Chávez-Bedoya, Luis - In: The journal of asset management 15 (2014) 6, pp. 353-365

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Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354

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