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Publications by Alexandre M. Baptista
A Comparison of VaR and CVaR Constraints on Portfolio Selection With the Mean-Variance Model
Management Science
Management Science
Management
Operations Research
Strategy
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Mean-Variance Portfolio Selection With Random Parameters in a Complete Market
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The Optimization of the Mean-Variance Portfolio Selection With Nonsmooth Concave Transaction Costs
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On Efficiency of Mean–variance Based Portfolio Selection in Defined Contribution Pension Schemes
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Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates
Quadratic Hedging and Mean-Variance Portfolio Selection With Random Parameters in an Incomplete Market
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Characteristic-Based Mean-Variance Portfolio Choice
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The Research of Discrete Mean - Variance Portfolio Problem With Time-Delay
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On a Model of Portfolio Selection With Benchmark
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On the Estimation Error in Mean-Variance Efficient Portfolio Weights
SSRN Electronic Journal
